+22,131.9%
TSLA vs NTAP
+547.6%
+21,584.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -6.0% |
| 7D | +1.5% | -0.8% | +2.3% | +1.9% |
| 30D | +10.1% | -0.5% | +10.7% | +10.0% |
| 3M | -15.4% | +4.1% | -19.5% | -17.1% |
| 6M | -12.8% | +88.0% | -100.7% | -35.2% |
| YTD | -21.3% | +75.6% | -96.8% | -40.1% |
| 1Y | +4.6% | +58.9% | -54.3% | -17.1% |
| 3Y | +44.5% | +153.6% | -109.1% | -7.7% |
| 5Y | +44.8% | +127.6% | -82.8% | -4.0% |
| 10Y | +2,585.4% | +580.4% | +2,005.0% | +965.2% |
| All | +22,131.9% | +547.6% | +21,584.3% | +8,504.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling