+32.9%
TSLA vs RSG
+56.5%
-23.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.1% |
| 7D | -3.4% | -1.8% | -1.6% | -3.2% |
| 30D | +9.2% | +2.8% | +6.4% | +9.0% |
| 3M | -4.7% | +4.3% | -9.0% | -5.4% |
| 6M | -8.9% | -0.5% | -8.4% | -8.0% |
| YTD | -19.2% | +5.2% | -24.4% | -20.4% |
| 1Y | +4.5% | -2.1% | +6.7% | +6.4% |
| All | +32.9% | +56.5% | -23.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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