+4.5%
TSLA vs NVTS
+87.1%
-82.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.2% |
| 6M | -8.9% | +28.5% | -37.4% | -13.6% |
| YTD | -19.2% | +56.2% | -75.3% | -25.7% |
| 1Y | +4.5% | +97.7% | -93.2% | -5.6% |
| All | +4.5% | +87.1% | -82.5% | -5.6% |
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