+76.9%
TSLA vs O
+39.4%
+37.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -4.7% | +3.5% | -8.2% | -5.2% |
| 30D | -0.8% | +10.4% | -11.2% | -2.5% |
| 3M | +14.8% | -2.4% | +17.2% | +15.4% |
| 6M | -11.3% | -1.2% | -10.1% | -11.4% |
| YTD | -15.6% | +10.4% | -26.0% | -19.2% |
| 1Y | -14.7% | +11.4% | -26.1% | -18.7% |
| 3Y | +76.9% | +40.4% | +36.5% | +48.5% |
| All | +76.9% | +39.4% | +37.5% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 3y: compounded portfolio wealth divided by compounded O 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…
3y analysis · Full analysis span regression · 6 months rolling