+4,973.7%
TSLA vs NWSA
+127.4%
+4,846.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.0% |
| 7D | +1.5% | -1.9% | +3.4% | +2.6% |
| 30D | +10.1% | +4.6% | +5.5% | +7.5% |
| 3M | -15.4% | +13.2% | -28.6% | -21.4% |
| 6M | -12.8% | +27.0% | -39.8% | -24.0% |
| YTD | -21.3% | +16.8% | -38.1% | -28.6% |
| 1Y | +4.6% | +4.5% | +0.1% | 0.0% |
| 3Y | +44.5% | +46.2% | -1.7% | +17.5% |
| 5Y | +44.8% | +40.9% | +3.9% | +18.6% |
| 10Y | +2,585.4% | +145.1% | +2,440.3% | +1,499.7% |
| All | +4,973.7% | +127.4% | +4,846.3% | +3,079.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 all: compounded portfolio wealth divided by compounded NWSA 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…
all analysis · Full analysis span regression · 6 months rolling