+56.7%
TSLA vs QLD
+134.4%
-77.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -12.7% | +2.0% | +0.3% |
| 7D | -14.8% | -18.6% | +3.8% | +1.2% |
| 30D | -9.7% | -28.3% | +18.6% | +19.7% |
| 3M | +6.9% | -20.4% | +27.3% | +28.9% |
| 6M | -11.7% | -14.3% | +2.5% | -1.4% |
| YTD | -23.6% | +2.8% | -26.3% | -28.5% |
| 1Y | -25.6% | -1.2% | -24.4% | -27.9% |
| All | +56.7% | +134.4% | -77.6% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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