+77.7%
TSLA vs RY
+160.7%
-83.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.2% |
| 7D | +15.6% | -0.5% | +16.2% | +16.3% |
| 30D | +5.9% | +4.7% | +1.2% | +0.9% |
| 3M | +21.4% | -4.5% | +25.8% | +27.4% |
| 6M | -8.3% | +12.5% | -20.8% | -19.5% |
| YTD | -11.6% | +21.1% | -32.8% | -28.7% |
| 1Y | -7.7% | +38.6% | -46.3% | -36.1% |
| All | +77.7% | +160.7% | -83.0% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling