+41.1%
TSLA vs QLD
+121.5%
-80.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.5% |
| 6M | -12.8% | +32.2% | -45.0% | -31.7% |
| YTD | -21.3% | +28.9% | -50.2% | -37.3% |
| 1Y | +4.6% | +43.8% | -39.2% | -24.0% |
| 3Y | +44.5% | +176.6% | -132.1% | -37.1% |
| All | +41.1% | +121.5% | -80.5% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling