-2.9%
TSLA vs PSX
+97.2%
-100.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.8% |
| 7D | +8.9% | +7.8% | +1.1% | +8.9% |
| 30D | +6.3% | -10.9% | +17.2% | +5.2% |
| 3M | +14.8% | +14.5% | +0.3% | +15.3% |
| 6M | -12.4% | +56.1% | -68.5% | -9.3% |
| YTD | -13.2% | +109.6% | -122.8% | -10.0% |
| 1Y | -2.9% | +95.5% | -98.4% | -0.7% |
| All | -2.9% | +97.2% | -100.1% | -0.7% |
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