+23,015.9%
TSLA vs NVMI
+8,711.0%
+14,305.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.6% | +3.4% |
| 7D | +3.4% | +11.7% | -8.3% | -2.0% |
| 30D | +12.0% | -4.0% | +16.1% | +13.5% |
| 3M | -10.0% | -25.8% | +15.8% | +1.2% |
| 6M | -7.2% | -8.3% | +1.1% | -7.1% |
| YTD | -18.1% | +14.8% | -33.0% | -27.6% |
| 1Y | +6.3% | +37.9% | -31.6% | -14.2% |
| 3Y | +48.2% | +216.3% | -168.1% | -25.2% |
| 5Y | +46.5% | +277.2% | -230.7% | -31.8% |
| 10Y | +2,698.1% | +3,074.3% | -376.2% | +495.6% |
| All | +23,015.9% | +8,711.0% | +14,305.0% | +2,997.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling