-15.1%
TSLA vs PTC
+10.5%
-25.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.5% |
| 7D | -6.4% | +0.8% | -7.2% | -6.4% |
| 30D | -1.2% | +0.7% | -1.9% | -1.3% |
| 3M | +15.1% | +32.6% | -17.5% | +13.0% |
| 6M | -11.7% | +33.6% | -45.3% | -11.0% |
| YTD | -15.9% | +12.4% | -28.4% | -12.3% |
| All | -15.1% | +10.5% | -25.6% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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