-13.3%
TSLA vs SM
+70.4%
-83.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -15.3% | +12.0% | -5.2% |
| 7D | -4.7% | -21.5% | +16.8% | -7.6% |
| 30D | +1.7% | -11.4% | +13.1% | +0.5% |
| 3M | +17.7% | +0.6% | +17.0% | +19.0% |
| 6M | -1.9% | +0.2% | -2.1% | +1.0% |
| YTD | -14.3% | +69.7% | -84.0% | -8.6% |
| 1Y | -13.3% | +71.6% | -84.9% | -6.8% |
| All | -13.3% | +70.4% | -83.7% | -6.8% |
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