-13.3%
TSLA vs SO
+3.3%
-16.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -3.7% |
| 7D | -4.7% | +1.7% | -6.5% | -3.8% |
| 30D | +1.7% | +11.1% | -9.4% | +7.8% |
| 3M | +17.7% | +0.7% | +17.0% | +17.9% |
| 6M | -1.9% | -1.4% | -0.5% | -2.5% |
| YTD | -14.3% | +9.4% | -23.8% | -10.7% |
| 1Y | -13.3% | +3.7% | -17.0% | -12.5% |
| All | -13.3% | +3.3% | -16.6% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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