-10.2%
TSLA vs SLV
-32.6%
+22.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.4% | +4.3% |
| 7D | -10.4% | +5.1% | -15.5% | -12.7% |
| 30D | -5.2% | -12.9% | +7.7% | +1.7% |
| 3M | +12.1% | -16.1% | +28.2% | +22.0% |
| 6M | -10.2% | -33.2% | +23.0% | +10.6% |
| All | -10.2% | -32.6% | +22.5% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 6mo: compounded portfolio wealth divided by compounded SLV 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…
6mo analysis · Full analysis span regression · 6 months rolling