+27.4%
TSLA vs NVTS
-17.0%
+44.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.4% |
| 7D | +3.0% | +3.5% | -0.5% | +2.4% |
| 30D | +11.2% | -11.9% | +23.1% | +12.8% |
| 3M | -7.3% | -49.2% | +42.0% | +0.7% |
| 6M | -7.7% | +38.4% | -46.2% | -15.6% |
| YTD | -18.2% | +62.5% | -80.7% | -28.0% |
| 1Y | +6.0% | +101.4% | -95.4% | -12.0% |
| 3Y | +48.0% | +40.4% | +7.6% | +20.4% |
| All | +27.4% | -17.0% | +44.5% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling