-0.9%
TSLA vs RMBS
+11.7%
-12.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | +3.2% | +1.8% | +1.4% | +2.8% |
| 30D | +11.6% | -13.9% | +25.5% | +15.1% |
| 3M | -8.4% | -39.8% | +31.4% | +0.8% |
| 6M | -10.4% | -6.0% | -4.4% | -10.9% |
| YTD | -18.7% | -5.4% | -13.4% | -21.3% |
| 1Y | -0.9% | -1.8% | +0.9% | -4.8% |
| All | -0.9% | +11.7% | -12.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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