+53.3%
TSLA vs RGTI
+53.9%
-0.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.4% |
| 7D | +3.0% | +2.5% | +0.5% | +2.7% |
| 30D | +11.2% | -13.7% | +24.8% | +13.1% |
| 3M | -7.3% | -22.6% | +15.3% | -4.8% |
| 6M | -7.7% | -13.4% | +5.7% | -7.8% |
| YTD | -18.2% | -31.2% | +13.0% | -16.6% |
| 1Y | +6.0% | -7.6% | +13.6% | +1.7% |
| 3Y | +48.0% | +669.7% | -621.7% | -13.2% |
| 5Y | +46.2% | +57.0% | -10.9% | +6.4% |
| All | +53.3% | +53.9% | -0.6% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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