-0.9%
TSLA vs SHAK
-34.9%
+34.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | +0.5% |
| 7D | +3.2% | -8.3% | +11.5% | +3.3% |
| 30D | +11.6% | -12.6% | +24.2% | +11.8% |
| 3M | -8.4% | +9.1% | -17.6% | -8.4% |
| 6M | -10.4% | -31.2% | +20.9% | -10.4% |
| YTD | -18.7% | -21.6% | +2.8% | -19.0% |
| 1Y | -0.9% | -38.8% | +37.9% | -8.3% |
| All | -0.9% | -34.9% | +34.0% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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