+38.0%
TSLA vs QLD
+178.0%
-139.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.3% | -6.2% |
| 7D | +1.5% | +0.6% | +1.0% | +1.1% |
| 30D | +10.1% | -0.1% | +10.2% | +10.3% |
| 3M | -15.4% | -8.4% | -7.0% | -9.2% |
| 6M | -12.8% | +32.2% | -45.0% | -33.4% |
| YTD | -21.3% | +28.9% | -50.2% | -38.8% |
| 1Y | +4.6% | +43.8% | -39.2% | -26.7% |
| All | +38.0% | +178.0% | -139.9% | -41.4% |
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