+42.5%
TSLA vs SPG
+109.7%
-67.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.3% |
| 7D | +1.5% | -2.4% | +3.9% | +3.2% |
| 30D | +10.1% | -6.8% | +17.0% | +15.4% |
| 3M | -15.4% | +2.7% | -18.1% | -18.1% |
| 6M | -12.8% | +5.5% | -18.2% | -17.7% |
| YTD | -21.3% | +15.7% | -37.0% | -31.5% |
| 1Y | +4.6% | +20.9% | -16.3% | -13.0% |
| All | +42.5% | +109.7% | -67.2% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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