+4.6%
TSLA vs QID
-38.2%
+42.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.6% | -6.2% |
| 7D | +1.5% | -0.6% | +2.2% | +1.2% |
| 30D | +10.1% | 0.0% | +10.1% | +10.6% |
| 3M | -15.4% | +3.7% | -19.1% | -8.9% |
| 6M | -12.8% | -29.9% | +17.1% | -28.4% |
| YTD | -21.3% | -28.8% | +7.5% | -34.1% |
| 1Y | +4.6% | -37.2% | +41.8% | -18.6% |
| All | +4.6% | -38.2% | +42.8% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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