-13.3%
TSLA vs SITM
+47.5%
-60.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.4% | +6.0% | -1.7% |
| 7D | -4.7% | -19.5% | +14.8% | -1.3% |
| 30D | +1.7% | -43.2% | +44.9% | +11.3% |
| 3M | +17.7% | -30.8% | +48.5% | +22.8% |
| 6M | -1.9% | -28.6% | +26.7% | +3.6% |
| YTD | -14.3% | +14.2% | -28.5% | -13.3% |
| 1Y | -13.3% | +44.4% | -57.7% | -14.2% |
| All | -13.3% | +47.5% | -60.8% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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