+42.8%
TSLA vs PATH
-76.8%
+119.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -16.6% | +10.7% | -0.2% |
| 7D | +1.5% | -16.3% | +17.8% | +7.6% |
| 30D | +10.1% | +9.9% | +0.2% | +6.0% |
| 3M | -15.4% | +30.2% | -45.5% | -23.7% |
| 6M | -12.8% | +37.2% | -50.0% | -24.4% |
| YTD | -21.3% | -7.3% | -13.9% | -22.6% |
| 1Y | +4.6% | +40.0% | -35.4% | -16.4% |
| 3Y | +44.5% | -4.4% | +48.9% | +22.1% |
| 5Y | +44.8% | -76.0% | +120.8% | +60.9% |
| All | +42.8% | -76.8% | +119.6% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling