+4.6%
TSLA vs NVTS
+109.2%
-104.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.3% | -12.2% | -6.8% |
| 7D | +1.5% | +2.7% | -1.2% | +1.1% |
| 30D | +10.1% | -4.5% | +14.6% | +10.4% |
| 3M | -15.4% | -61.5% | +46.1% | -5.8% |
| 6M | -12.8% | +28.0% | -40.8% | -17.3% |
| YTD | -21.3% | +65.3% | -86.5% | -28.2% |
| 1Y | +4.6% | +113.0% | -108.4% | -2.3% |
| All | +4.6% | +109.2% | -104.6% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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