+4.6%
TSLA vs SM
+36.8%
-32.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.1% | -2.8% | -6.3% |
| 7D | +1.5% | -0.5% | +2.0% | +1.5% |
| 30D | +10.1% | +25.6% | -15.5% | +13.2% |
| 3M | -15.4% | +8.0% | -23.4% | -13.3% |
| 6M | -12.8% | +50.8% | -63.6% | -9.9% |
| YTD | -21.3% | +97.9% | -119.1% | -19.4% |
| 1Y | +4.6% | +33.8% | -29.2% | +12.5% |
| All | +4.6% | +36.8% | -32.2% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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