+4.6%
TSLA vs NTR
+43.1%
-38.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.4% | -6.0% |
| 7D | +1.5% | +8.1% | -6.6% | +1.9% |
| 30D | +10.1% | +18.8% | -8.6% | +11.1% |
| 3M | -15.4% | +16.2% | -31.6% | -14.8% |
| 6M | -12.8% | +9.8% | -22.5% | -12.8% |
| YTD | -21.3% | +30.9% | -52.1% | -22.0% |
| 1Y | +4.6% | +41.8% | -37.2% | +4.3% |
| All | +4.6% | +43.1% | -38.5% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling