+74.4%
TSLA vs SMR
+125.1%
-50.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.3% |
| 7D | +8.9% | -8.3% | +17.2% | +10.3% |
| 30D | +6.3% | -20.1% | +26.3% | +9.6% |
| 3M | +14.8% | -52.7% | +67.5% | +27.2% |
| 6M | -12.4% | -61.0% | +48.7% | -1.1% |
| YTD | -13.2% | -67.1% | +53.9% | -1.7% |
| 1Y | -2.9% | -79.9% | +76.9% | +16.8% |
| 3Y | +74.4% | +101.7% | -27.3% | +68.9% |
| All | +74.4% | +125.1% | -50.7% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling