+34.4%
TSLA vs QS
-25.4%
+59.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.6% | +6.5% | +1.3% |
| 7D | +3.0% | -4.2% | +7.2% | +3.9% |
| 30D | +11.2% | -15.7% | +26.8% | +15.0% |
| 3M | -7.3% | -28.7% | +21.4% | -1.1% |
| 6M | -7.7% | -23.2% | +15.5% | -3.5% |
| YTD | -18.2% | -49.9% | +31.7% | -8.2% |
| 1Y | +6.0% | -38.8% | +44.8% | +10.9% |
| All | +34.4% | -25.4% | +59.9% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling