+34.4%
TSLA vs NVT
+184.0%
-149.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +1.2% |
| 7D | +3.0% | +7.0% | -4.0% | -0.8% |
| 30D | +11.2% | -2.3% | +13.5% | +11.7% |
| 3M | -7.3% | -3.1% | -4.2% | -7.2% |
| 6M | -7.7% | +47.0% | -54.8% | -28.5% |
| YTD | -18.2% | +56.2% | -74.4% | -39.7% |
| 1Y | +6.0% | +74.5% | -68.5% | -27.7% |
| All | +34.4% | +184.0% | -149.6% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling