-2.9%
TSLA vs QS
-74.4%
+71.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.3% | -0.2% |
| 7D | +8.9% | -14.0% | +23.0% | +13.8% |
| 30D | +6.3% | -6.4% | +12.6% | +7.7% |
| 3M | +14.8% | -40.3% | +55.0% | +34.1% |
| 6M | -12.4% | -57.5% | +45.1% | +10.8% |
| YTD | -13.2% | -64.7% | +51.5% | +6.8% |
| 1Y | -2.9% | -72.9% | +70.0% | +22.6% |
| All | -2.9% | -74.4% | +71.5% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling