+22,727.1%
TSLA vs NTRS
+489.3%
+22,237.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.9% |
| 7D | -3.4% | +0.3% | -3.7% | -3.6% |
| 30D | +9.2% | +0.2% | +9.1% | +8.9% |
| 3M | -4.7% | +13.2% | -17.9% | -11.3% |
| 6M | -8.9% | +36.9% | -45.9% | -24.3% |
| YTD | -19.2% | +39.1% | -58.3% | -33.6% |
| 1Y | +4.5% | +50.4% | -45.9% | -18.1% |
| 3Y | +46.3% | +166.8% | -120.5% | -15.6% |
| 5Y | +48.1% | +92.9% | -44.7% | -0.8% |
| 10Y | +2,704.2% | +255.7% | +2,448.6% | +1,135.1% |
| All | +22,727.1% | +489.3% | +22,237.8% | +7,023.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling