+56.7%
TSLA vs PL
+403.1%
-346.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -10.1% | -0.7% | -9.3% |
| 7D | -14.8% | -20.5% | +5.8% | -11.8% |
| 30D | -9.7% | -38.8% | +29.1% | -3.2% |
| 3M | +6.9% | -49.1% | +56.0% | +17.3% |
| 6M | -11.7% | -69.4% | +57.6% | +2.8% |
| YTD | -23.6% | -42.3% | +18.8% | -20.3% |
| 1Y | -25.6% | -14.2% | -11.4% | -27.6% |
| All | +56.7% | +403.1% | -346.4% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling