+6.7%
TSLA vs PATH
-77.2%
+83.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.9% |
| 7D | -4.7% | -2.3% | -2.4% | -3.9% |
| 30D | -0.8% | -4.8% | +4.1% | +0.9% |
| 3M | +14.8% | -17.7% | +32.5% | +21.4% |
| 6M | -11.3% | +18.9% | -30.2% | -19.5% |
| YTD | -15.6% | -21.7% | +6.2% | -12.6% |
| 1Y | -14.7% | -9.6% | -5.1% | -18.4% |
| 3Y | +76.9% | -25.8% | +102.8% | +61.9% |
| 5Y | +6.7% | -77.1% | +83.8% | +34.4% |
| All | +6.7% | -77.2% | +83.9% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling