+4.5%
TSLA vs SMR
-72.0%
+76.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | -0.1% |
| 7D | -3.4% | +4.7% | -8.1% | -4.4% |
| 30D | +9.2% | +3.2% | +6.0% | +8.2% |
| 3M | -4.7% | +9.9% | -14.6% | -7.5% |
| 6M | -8.9% | -15.1% | +6.2% | -9.0% |
| YTD | -19.2% | -27.9% | +8.8% | -18.1% |
| 1Y | +4.5% | -70.2% | +74.8% | +21.0% |
| All | +4.5% | -72.0% | +76.5% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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