+41.1%
TSLA vs PATH
-76.4%
+117.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -16.6% | +10.7% | 0.0% |
| 7D | +1.5% | -16.3% | +17.8% | +7.8% |
| 30D | +10.1% | +9.9% | +0.2% | +5.8% |
| 3M | -15.4% | +30.2% | -45.5% | -24.0% |
| 6M | -12.8% | +37.2% | -50.0% | -24.9% |
| YTD | -21.3% | -7.3% | -13.9% | -22.6% |
| 1Y | +4.6% | +40.0% | -35.4% | -17.4% |
| 3Y | +44.5% | -4.4% | +48.9% | +20.4% |
| All | +41.1% | -76.4% | +117.5% | +63.8% |
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