-13.3%
TSLA vs SCHG
+5.5%
-18.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -5.4% |
| 7D | -4.7% | -2.5% | -2.2% | -0.7% |
| 30D | +1.7% | -5.4% | +7.2% | +11.7% |
| 3M | +17.7% | -2.2% | +19.8% | +22.2% |
| 6M | -1.9% | +5.2% | -7.0% | -8.6% |
| YTD | -14.3% | +6.8% | -21.1% | -20.5% |
| 1Y | -13.3% | +5.9% | -19.2% | -18.3% |
| All | -13.3% | +5.5% | -18.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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