-15.6%
TSLA vs PATH
-78.0%
+62.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.7% | -7.1% | -9.5% |
| 7D | -14.8% | -5.6% | -9.2% | -13.0% |
| 30D | -9.7% | -0.7% | -9.0% | -9.6% |
| 3M | +6.9% | -5.9% | +12.7% | +7.7% |
| 6M | -11.7% | +21.6% | -33.3% | -20.5% |
| YTD | -23.6% | -20.6% | -3.0% | -21.3% |
| 1Y | -25.6% | -10.6% | -15.0% | -28.4% |
| 3Y | +56.3% | -24.9% | +81.1% | +42.5% |
| 5Y | -15.6% | -76.8% | +61.2% | -4.7% |
| All | -15.6% | -78.0% | +62.4% | -4.7% |
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