-13.3%
TSLA vs NVDL
-23.5%
+10.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.1% | +2.7% | -1.8% |
| 7D | -4.7% | -14.0% | +9.3% | -1.1% |
| 30D | +1.7% | -31.2% | +32.9% | +11.6% |
| 3M | +17.7% | -15.5% | +33.2% | +21.2% |
| 6M | -1.9% | -10.3% | +8.4% | -1.9% |
| YTD | -14.3% | -5.8% | -8.6% | -17.7% |
| 1Y | -13.3% | -20.1% | +6.8% | -12.8% |
| All | -13.3% | -23.5% | +10.2% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling