-13.3%
TSLA vs PL
-0.6%
-12.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.0% | -2.5% |
| 7D | -4.7% | -11.7% | +7.0% | -3.2% |
| 30D | +1.7% | -27.1% | +28.8% | +5.8% |
| 3M | +17.7% | -44.6% | +62.3% | +26.2% |
| 6M | -1.9% | -67.2% | +65.3% | +10.6% |
| YTD | -14.3% | -35.9% | +21.5% | -9.9% |
| 1Y | -13.3% | -0.4% | -12.9% | -13.4% |
| All | -13.3% | -0.6% | -12.7% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling