-18.6%
TSLA vs Q
+75.3%
-93.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.6% | +3.3% |
| 7D | +3.4% | +6.7% | -3.4% | +1.5% |
| 30D | +12.0% | -10.6% | +22.7% | +15.2% |
| 3M | -10.0% | -14.6% | +4.6% | -6.5% |
| 6M | -7.2% | +12.1% | -19.3% | -10.2% |
| YTD | -18.1% | +51.3% | -69.4% | -24.4% |
| All | -18.6% | +75.3% | -93.9% | -21.0% |
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