+74.4%
TSLA vs QID
-71.4%
+145.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | +0.4% |
| 7D | +8.9% | -7.1% | +16.1% | +2.7% |
| 30D | +6.3% | +12.6% | -6.4% | +20.9% |
| 3M | +14.8% | +14.2% | +0.5% | +33.6% |
| 6M | -12.4% | +6.2% | -18.5% | +0.4% |
| YTD | -13.2% | -21.8% | +8.6% | -22.1% |
| 1Y | -2.9% | -23.1% | +20.2% | -13.7% |
| 3Y | +74.4% | -71.3% | +145.8% | +1.3% |
| All | +74.4% | -71.4% | +145.8% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling