+63.4%
TSLA vs RSP
+60.0%
+3.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.9% |
| 7D | -10.4% | -1.0% | -9.4% | -8.4% |
| 30D | -5.2% | +2.6% | -7.8% | -9.6% |
| 3M | +12.1% | -0.8% | +12.9% | +14.0% |
| 6M | -10.2% | +6.3% | -16.4% | -19.7% |
| YTD | -20.3% | +14.1% | -34.5% | -38.2% |
| 1Y | -19.7% | +18.0% | -37.7% | -41.9% |
| 3Y | +63.4% | +61.0% | +2.3% | -24.7% |
| All | +63.4% | +60.0% | +3.3% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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