-13.3%
TSLA vs RY
+46.4%
-59.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.4% | -5.9% |
| 7D | -4.7% | +2.5% | -7.2% | -6.8% |
| 30D | +1.7% | +8.4% | -6.7% | -5.5% |
| 3M | +17.7% | +1.2% | +16.4% | +16.1% |
| 6M | -1.9% | +19.4% | -21.2% | -16.8% |
| YTD | -14.3% | +25.4% | -39.8% | -31.1% |
| 1Y | -13.3% | +46.7% | -60.0% | -39.6% |
| All | -13.3% | +46.4% | -59.7% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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