-13.3%
TSLA vs NVT
+3.0%
-16.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -12.7% | +9.4% | +0.9% |
| 7D | -4.7% | -19.5% | +14.8% | +2.1% |
| 30D | +1.7% | -32.4% | +34.1% | +15.3% |
| 3M | +17.7% | -30.3% | +48.0% | +30.8% |
| 6M | -1.9% | -30.4% | +28.6% | +8.8% |
| YTD | -14.3% | +11.3% | -25.7% | -20.1% |
| 1Y | -13.3% | +3.6% | -16.9% | -16.0% |
| All | -13.3% | +3.0% | -16.3% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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