-7.6%
TSLA vs S
-67.4%
+59.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.7% |
| 7D | -10.4% | -13.4% | +3.0% | -5.9% |
| 30D | -5.2% | -14.0% | +8.8% | -0.4% |
| 3M | +12.1% | +4.9% | +7.2% | +8.5% |
| 6M | -10.2% | +42.0% | -52.2% | -22.6% |
| YTD | -20.3% | +45.1% | -65.5% | -33.0% |
| 1Y | -19.7% | +33.1% | -52.7% | -30.8% |
| 3Y | +63.4% | +40.6% | +22.7% | +31.8% |
| All | -7.6% | -67.4% | +59.8% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling