+33.6%
TSLA vs NTRS
+168.2%
-134.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.3% |
| 7D | +3.2% | +1.4% | +1.8% | +2.1% |
| 30D | +11.6% | -0.7% | +12.2% | +11.9% |
| 3M | -8.4% | +11.3% | -19.8% | -16.0% |
| 6M | -10.4% | +35.5% | -45.9% | -30.4% |
| YTD | -18.7% | +40.6% | -59.3% | -39.3% |
| 1Y | -0.9% | +49.2% | -50.1% | -30.2% |
| 3Y | +33.6% | +167.2% | -133.6% | -40.0% |
| All | +33.6% | +168.2% | -134.6% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling