+57.9%
TSLA vs NVD
-99.2%
+157.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.9% | +0.1% | +4.9% |
| 7D | +3.4% | -7.7% | +11.0% | +1.5% |
| 30D | +12.0% | -5.8% | +17.8% | +11.4% |
| 3M | -10.0% | -23.2% | +13.2% | -13.2% |
| 6M | -7.2% | -49.7% | +42.5% | -17.1% |
| YTD | -18.1% | -47.7% | +29.6% | -25.2% |
| 1Y | +6.3% | -61.3% | +67.6% | -7.2% |
| 3Y | +48.2% | -99.2% | +147.3% | -16.7% |
| All | +57.9% | -99.2% | +157.1% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling