+189.3%
TSLA vs QS
-44.4%
+233.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.0% |
| 7D | +1.5% | -2.3% | +3.8% | +1.9% |
| 30D | +10.1% | -0.7% | +10.8% | +10.2% |
| 3M | -15.4% | -39.6% | +24.3% | -8.7% |
| 6M | -12.8% | -21.7% | +8.9% | -9.9% |
| YTD | -21.3% | -47.4% | +26.1% | -14.2% |
| 1Y | +4.6% | -28.4% | +33.0% | +6.0% |
| 3Y | +44.5% | -22.6% | +67.1% | +33.1% |
| 5Y | +44.8% | -75.6% | +120.4% | +40.7% |
| All | +189.3% | -44.4% | +233.7% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling