-13.3%
TSLA vs OMC
+24.5%
-37.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.2% | -8.6% | -3.4% |
| 7D | -4.7% | +12.5% | -17.2% | -4.9% |
| 30D | +1.7% | +16.3% | -14.6% | +1.2% |
| 3M | +17.7% | +8.1% | +9.6% | +17.7% |
| 6M | -1.9% | +17.2% | -19.0% | -1.8% |
| YTD | -14.3% | +11.8% | -26.1% | -15.6% |
| 1Y | -13.3% | +23.9% | -37.2% | -13.3% |
| All | -13.3% | +24.5% | -37.8% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling