+10.3%
TSLA vs QLD
+89.9%
-79.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.7% | -0.9% |
| 7D | +1.5% | -1.2% | +2.7% | +2.3% |
| 30D | +3.4% | -15.7% | +19.1% | +18.1% |
| 3M | +17.4% | -10.0% | +27.5% | +26.8% |
| 6M | -12.2% | -11.2% | -0.9% | -4.7% |
| YTD | -13.1% | +16.4% | -29.4% | -25.6% |
| 1Y | -11.1% | +12.7% | -23.8% | -21.9% |
| 3Y | +82.1% | +152.3% | -70.2% | -15.7% |
| 5Y | +10.3% | +91.8% | -81.5% | -35.1% |
| All | +10.3% | +89.9% | -79.6% | -35.1% |
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