+32.9%
TSLA vs NVD
-99.1%
+132.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.6% | -0.1% |
| 7D | -3.4% | +9.0% | -12.4% | -1.4% |
| 30D | +9.2% | -5.5% | +14.7% | +8.7% |
| 3M | -4.7% | -24.6% | +19.9% | -8.6% |
| 6M | -8.9% | -42.1% | +33.1% | -15.9% |
| YTD | -19.2% | -44.3% | +25.2% | -25.0% |
| 1Y | +4.5% | -54.2% | +58.7% | -5.0% |
| All | +32.9% | -99.1% | +132.0% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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