+43.9%
TSLA vs PL
+84.9%
-41.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.7% | -5.7% |
| 7D | +1.5% | -9.3% | +10.8% | +3.3% |
| 30D | +10.1% | -18.9% | +29.0% | +14.4% |
| 3M | -15.4% | -58.4% | +43.0% | -1.2% |
| 6M | -12.8% | -30.3% | +17.5% | -10.6% |
| YTD | -21.3% | -8.1% | -13.2% | -24.7% |
| 1Y | +4.6% | +180.5% | -175.9% | -25.4% |
| 3Y | +44.5% | +444.1% | -399.6% | -25.5% |
| 5Y | +44.8% | +83.0% | -38.2% | -4.6% |
| All | +43.9% | +84.9% | -41.0% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling