+74.4%
TSLA vs SITM
+318.4%
-243.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -0.3% |
| 7D | +8.9% | +6.6% | +2.3% | +6.9% |
| 30D | +6.3% | -15.3% | +21.6% | +10.4% |
| 3M | +14.8% | -35.4% | +50.2% | +26.5% |
| 6M | -12.4% | -46.8% | +34.4% | +0.2% |
| YTD | -13.2% | +25.9% | -39.1% | -26.0% |
| 1Y | -2.9% | +54.0% | -56.9% | -23.1% |
| 3Y | +74.4% | +315.6% | -241.1% | -9.6% |
| All | +74.4% | +318.4% | -243.9% | -9.6% |
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