-16.4%
TSLA vs Q
+77.9%
-94.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.9% | -1.4% | +3.3% |
| 7D | -6.4% | +8.4% | -14.8% | -8.6% |
| 30D | -1.2% | -1.2% | 0.0% | -1.2% |
| 3M | +15.1% | -9.3% | +24.4% | +17.4% |
| 6M | -11.7% | -15.0% | +3.3% | -8.7% |
| YTD | -15.9% | +53.5% | -69.4% | -23.0% |
| 1Y | -12.0% | +35.9% | -47.8% | -16.1% |
| All | -16.4% | +77.9% | -94.3% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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