+34.4%
TSLA vs PSX
+134.3%
-99.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +3.0% | +1.8% | +1.2% | +2.5% |
| 30D | +11.2% | +21.6% | -10.5% | +5.2% |
| 3M | -7.3% | +46.5% | -53.7% | -17.0% |
| 6M | -7.7% | +62.0% | -69.7% | -20.9% |
| YTD | -18.2% | +106.3% | -124.5% | -36.3% |
| 1Y | +6.0% | +103.0% | -97.0% | -17.5% |
| All | +34.4% | +134.3% | -99.8% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling