+75.7%
TSLA vs PATH
-21.4%
+97.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -4.1% |
| 7D | -4.7% | -4.8% | +0.1% | -3.6% |
| 30D | +1.7% | +2.7% | -1.0% | +0.9% |
| 3M | +17.7% | -4.2% | +21.9% | +18.0% |
| 6M | -1.9% | +24.7% | -26.6% | -9.4% |
| YTD | -14.3% | -17.6% | +3.2% | -12.5% |
| 1Y | -13.3% | -5.3% | -8.0% | -16.6% |
| All | +75.7% | -21.4% | +97.1% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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