-2.9%
TSLA vs NVTS
+6.9%
-9.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.6% | -0.8% |
| 7D | +8.9% | +3.9% | +5.0% | +8.1% |
| 30D | +6.3% | -4.3% | +10.6% | +6.5% |
| 3M | +14.8% | -34.5% | +49.3% | +21.1% |
| 6M | -12.4% | -57.7% | +45.4% | -3.4% |
| YTD | -13.2% | +25.4% | -38.6% | -15.7% |
| 1Y | -2.9% | +13.1% | -16.1% | -4.9% |
| All | -2.9% | +6.9% | -9.8% | -4.9% |
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