+2,664.3%
TSLA vs NVMI
+3,158.6%
-494.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.3% |
| 7D | +3.2% | -0.1% | +3.3% | +3.3% |
| 30D | +11.6% | -8.4% | +20.0% | +16.1% |
| 3M | -8.4% | -33.6% | +25.1% | +10.7% |
| 6M | -10.4% | -14.7% | +4.3% | -7.2% |
| YTD | -18.7% | +13.2% | -32.0% | -29.4% |
| 1Y | -0.9% | +29.0% | -29.9% | -20.5% |
| 3Y | +33.6% | +215.0% | -181.4% | -42.0% |
| 5Y | +48.9% | +268.6% | -219.7% | -41.7% |
| All | +2,664.3% | +3,158.6% | -494.3% | +370.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling