+74.4%
TSLA vs ROST
+94.3%
-19.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.7% |
| 7D | +8.9% | +0.3% | +8.7% | +8.8% |
| 30D | +6.3% | +0.5% | +5.8% | +5.9% |
| 3M | +14.8% | -5.2% | +20.0% | +17.5% |
| 6M | -12.4% | +9.8% | -22.2% | -17.5% |
| YTD | -13.2% | +29.4% | -42.6% | -26.8% |
| 1Y | -2.9% | +44.4% | -47.3% | -23.9% |
| 3Y | +74.4% | +95.0% | -20.6% | +16.6% |
| All | +74.4% | +94.3% | -19.9% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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