+26.0%
TSLA vs NVTS
-20.2%
+46.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.6% |
| 7D | -3.4% | +0.5% | -3.9% | -3.6% |
| 30D | +9.2% | -18.0% | +27.3% | +12.0% |
| 3M | -4.7% | -45.6% | +40.9% | +2.6% |
| 6M | -8.9% | +28.5% | -37.4% | -15.8% |
| YTD | -19.2% | +56.2% | -75.3% | -28.4% |
| 1Y | +4.5% | +97.7% | -93.2% | -13.0% |
| 3Y | +46.3% | +35.0% | +11.3% | +19.7% |
| All | +26.0% | -20.2% | +46.2% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling