+5.8%
TSLA vs NU
+36.6%
-30.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -5.2% |
| 7D | +1.5% | +7.5% | -6.0% | -1.2% |
| 30D | +10.1% | +6.1% | +4.0% | +7.3% |
| 3M | -15.4% | +26.8% | -42.2% | -22.9% |
| 6M | -12.8% | +2.5% | -15.2% | -14.4% |
| YTD | -21.3% | -8.2% | -13.1% | -19.8% |
| 1Y | +4.6% | +3.4% | +1.2% | +1.6% |
| 3Y | +44.5% | +116.2% | -71.7% | +2.0% |
| All | +5.8% | +36.6% | -30.8% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling