-13.3%
TSLA vs PSX
+97.5%
-110.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -3.7% |
| 7D | -4.7% | -5.2% | +0.5% | -5.1% |
| 30D | +1.7% | -3.7% | +5.4% | +1.4% |
| 3M | +17.7% | +26.8% | -9.1% | +19.4% |
| 6M | -1.9% | +47.3% | -49.2% | +1.7% |
| YTD | -14.3% | +105.4% | -119.8% | -10.2% |
| 1Y | -13.3% | +96.9% | -110.2% | -10.6% |
| All | -13.3% | +97.5% | -110.8% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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