+48.2%
TSLA vs SM
-2.8%
+50.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.2% |
| 7D | +3.4% | -0.2% | +3.5% | +3.4% |
| 30D | +12.0% | +31.5% | -19.5% | +5.9% |
| 3M | -10.0% | +17.3% | -27.3% | -13.5% |
| 6M | -7.2% | +48.5% | -55.7% | -18.3% |
| YTD | -18.1% | +106.3% | -124.4% | -35.8% |
| 1Y | +6.3% | +47.3% | -41.0% | -7.0% |
| 3Y | +48.2% | -1.4% | +49.6% | +28.6% |
| All | +48.2% | -2.8% | +50.9% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling