+4.6%
TSLA vs NTRS
+47.2%
-42.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -6.0% | -5.9% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | +10.1% | +1.7% | +8.4% | +9.2% |
| 3M | -15.4% | +8.9% | -24.2% | -18.3% |
| 6M | -12.8% | +30.6% | -43.4% | -22.3% |
| YTD | -21.3% | +38.7% | -60.0% | -31.7% |
| 1Y | +4.6% | +48.1% | -43.5% | -9.9% |
| All | +4.6% | +47.2% | -42.6% | -9.9% |
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