+34.6%
TSLA vs NU
+117.4%
-82.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.2% | +4.1% |
| 7D | +3.4% | +6.0% | -2.6% | +1.0% |
| 30D | +12.0% | +10.8% | +1.3% | +7.4% |
| 3M | -10.0% | +32.2% | -42.1% | -19.4% |
| 6M | -7.2% | +5.1% | -12.3% | -9.8% |
| YTD | -18.1% | -8.4% | -9.7% | -16.5% |
| 1Y | +6.3% | +0.7% | +5.6% | +4.2% |
| All | +34.6% | +117.4% | -82.9% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling