+128.5%
TSLA vs NVDL
+2,608.0%
-2,479.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | +3.0% | -0.8% | +3.9% | +3.2% |
| 30D | +11.2% | +3.4% | +7.8% | +9.5% |
| 3M | -7.3% | +8.1% | -15.4% | -10.4% |
| 6M | -7.7% | +31.9% | -39.6% | -16.4% |
| YTD | -18.2% | +21.1% | -39.3% | -25.0% |
| 1Y | +6.0% | +34.0% | -28.0% | -6.6% |
| 3Y | +48.0% | +677.9% | -629.9% | -32.0% |
| All | +128.5% | +2,608.0% | -2,479.5% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling