+63.4%
TSLA vs SM
-20.0%
+83.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.0% |
| 7D | -10.4% | -25.9% | +15.5% | -5.0% |
| 30D | -5.2% | -15.1% | +9.9% | -2.5% |
| 3M | +12.1% | +4.9% | +7.2% | +9.4% |
| 6M | -10.2% | +6.1% | -16.3% | -14.2% |
| YTD | -20.3% | +63.4% | -83.8% | -36.6% |
| 1Y | -19.7% | +72.5% | -92.1% | -37.9% |
| 3Y | +63.4% | -16.9% | +80.3% | +48.9% |
| All | +63.4% | -20.0% | +83.4% | +48.9% |
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