+47.6%
TSLA vs SITM
+187.3%
-139.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -1.2% |
| 7D | +3.2% | +3.9% | -0.6% | +1.9% |
| 30D | +11.6% | -6.6% | +18.2% | +13.0% |
| 3M | -8.4% | -11.9% | +3.4% | -7.6% |
| 6M | -10.4% | +81.1% | -91.5% | -30.6% |
| YTD | -18.7% | +80.0% | -98.7% | -38.6% |
| 1Y | -0.9% | +145.8% | -146.8% | -35.2% |
| 3Y | +33.6% | +475.9% | -442.3% | -43.1% |
| All | +47.6% | +187.3% | -139.7% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling