+22,727.1%
TSLA vs NYT
+696.2%
+22,030.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -3.4% | -0.7% | -2.7% | -3.1% |
| 30D | +9.2% | +4.5% | +4.8% | +7.3% |
| 3M | -4.7% | -8.5% | +3.8% | -2.2% |
| 6M | -8.9% | -15.1% | +6.1% | -4.4% |
| YTD | -19.2% | -3.3% | -15.9% | -19.7% |
| 1Y | +4.5% | +17.0% | -12.5% | -4.5% |
| 3Y | +46.3% | +55.7% | -9.4% | +18.0% |
| 5Y | +48.1% | +38.9% | +9.3% | +22.3% |
| 10Y | +2,704.2% | +485.3% | +2,218.9% | +1,234.1% |
| All | +22,727.1% | +696.2% | +22,030.9% | +8,402.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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