+32.9%
TSLA vs SHAK
-5.6%
+38.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | -3.4% | -11.0% | +7.6% | -0.4% |
| 30D | +9.2% | -14.0% | +23.3% | +13.7% |
| 3M | -4.7% | +13.3% | -18.0% | -9.2% |
| 6M | -8.9% | -35.3% | +26.4% | -0.3% |
| YTD | -19.2% | -24.0% | +4.8% | -17.8% |
| 1Y | +4.5% | -36.7% | +41.2% | +13.5% |
| All | +32.9% | -5.6% | +38.5% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling