+8.7%
TSLA vs NU
+33.5%
-24.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.4% | -4.2% | +0.8% | -1.8% |
| 30D | +9.2% | +10.0% | -0.8% | +5.1% |
| 3M | -4.7% | +29.3% | -34.0% | -13.8% |
| 6M | -8.9% | +0.9% | -9.9% | -10.1% |
| YTD | -19.2% | -10.3% | -8.9% | -17.0% |
| 1Y | +4.5% | -3.2% | +7.7% | +4.1% |
| 3Y | +46.3% | +120.6% | -74.3% | +2.6% |
| All | +8.7% | +33.5% | -24.9% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 NU 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