-13.3%
TSLA vs NTRS
+43.5%
-56.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.5% | -4.5% |
| 7D | -4.7% | +3.6% | -8.3% | -6.0% |
| 30D | +1.7% | +4.3% | -2.6% | 0.0% |
| 3M | +17.7% | -1.9% | +19.6% | +18.0% |
| 6M | -1.9% | +11.4% | -13.3% | -6.4% |
| YTD | -14.3% | +32.3% | -46.6% | -26.5% |
| 1Y | -13.3% | +42.5% | -55.8% | -28.6% |
| All | -13.3% | +43.5% | -56.8% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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