-13.3%
TSLA vs SCHW
+1.9%
-15.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.6% | -7.9% | -3.3% |
| 7D | -4.7% | +5.2% | -9.9% | -4.7% |
| 30D | +1.7% | -4.7% | +6.4% | +1.9% |
| 3M | +17.7% | -11.9% | +29.6% | +18.2% |
| 6M | -1.9% | +2.7% | -4.6% | -1.6% |
| YTD | -14.3% | -5.6% | -8.7% | -13.7% |
| 1Y | -13.3% | +0.8% | -14.1% | -15.1% |
| All | -13.3% | +1.9% | -15.2% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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