-11.1%
TSLA vs P
+17.1%
-28.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.5% | +1.9% |
| 7D | +1.5% | -4.7% | +6.2% | +2.6% |
| 30D | +3.4% | -31.4% | +34.8% | +11.1% |
| 3M | +17.4% | -2.6% | +20.1% | +17.0% |
| 6M | -12.2% | +21.9% | -34.1% | -18.2% |
| YTD | -13.1% | +58.9% | -72.0% | -21.8% |
| 1Y | -11.1% | +21.7% | -32.8% | -20.3% |
| All | -11.1% | +17.1% | -28.2% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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