+4.6%
TSLA vs PSLV
+57.1%
-52.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.7% |
| 7D | +1.5% | -0.6% | +2.2% | +1.7% |
| 30D | +10.1% | +7.3% | +2.9% | +8.9% |
| 3M | -15.4% | -7.4% | -8.0% | -14.9% |
| 6M | -12.8% | -20.3% | +7.5% | -11.7% |
| YTD | -21.3% | -8.2% | -13.0% | -23.4% |
| 1Y | +4.6% | +57.9% | -53.3% | -16.1% |
| All | +4.6% | +57.1% | -52.5% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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