+34.4%
TSLA vs SITM
+412.8%
-378.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +3.0% | +3.7% | -0.7% | +1.7% |
| 30D | +11.2% | -14.5% | +25.7% | +15.4% |
| 3M | -7.3% | -10.6% | +3.3% | -6.8% |
| 6M | -7.7% | +65.5% | -73.3% | -24.5% |
| YTD | -18.2% | +67.0% | -85.2% | -34.9% |
| 1Y | +6.0% | +138.6% | -132.6% | -27.7% |
| All | +34.4% | +412.8% | -378.4% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling