+77.4%
TSLA vs NXT
+171.8%
-94.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.5% |
| 7D | +3.0% | -0.2% | +3.2% | +3.1% |
| 30D | +11.2% | -20.0% | +31.1% | +15.2% |
| 3M | -7.3% | -30.9% | +23.7% | -1.8% |
| 6M | -7.7% | -23.8% | +16.1% | -4.4% |
| YTD | -18.2% | -5.4% | -12.8% | -18.3% |
| 1Y | +6.0% | +28.0% | -22.0% | +1.4% |
| 3Y | +48.0% | +93.3% | -45.3% | +27.1% |
| All | +77.4% | +171.8% | -94.3% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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