+1,610.2%
TSLA vs NTR
+97.9%
+1,512.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +3.2% | -1.3% | +4.5% | +3.8% |
| 30D | +11.6% | +16.8% | -5.2% | +4.8% |
| 3M | -8.4% | +20.7% | -29.2% | -15.8% |
| 6M | -10.4% | +0.5% | -10.9% | -12.2% |
| YTD | -18.7% | +29.2% | -47.9% | -29.2% |
| 1Y | -0.9% | +39.6% | -40.5% | -17.2% |
| 3Y | +33.6% | +37.9% | -4.3% | +9.3% |
| 5Y | +48.9% | +47.1% | +1.8% | +7.2% |
| All | +1,610.2% | +97.9% | +1,512.2% | +735.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling