+46.2%
TSLA vs QID
-80.7%
+126.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | +0.3% |
| 7D | +3.0% | -1.9% | +5.0% | +1.5% |
| 30D | +11.2% | +1.7% | +9.4% | +13.2% |
| 3M | -7.3% | -3.9% | -3.4% | -6.6% |
| 6M | -7.7% | -30.0% | +22.2% | -26.4% |
| YTD | -18.2% | -28.2% | +10.0% | -32.6% |
| 1Y | +6.0% | -35.6% | +41.7% | -18.0% |
| 3Y | +48.0% | -74.3% | +122.3% | -26.8% |
| 5Y | +46.2% | -80.8% | +127.0% | -10.1% |
| All | +46.2% | -80.7% | +126.9% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling