+41.1%
TSLA vs S
-71.4%
+112.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -6.1% |
| 7D | +1.5% | -7.7% | +9.2% | +4.3% |
| 30D | +10.1% | -5.3% | +15.4% | +11.6% |
| 3M | -15.4% | +20.3% | -35.6% | -21.2% |
| 6M | -12.8% | +47.4% | -60.1% | -25.5% |
| YTD | -21.3% | +32.5% | -53.8% | -30.7% |
| 1Y | +4.6% | +9.5% | -4.9% | -2.4% |
| 3Y | +44.5% | +15.5% | +29.0% | +26.7% |
| All | +41.1% | -71.4% | +112.5% | +52.1% |
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