-13.3%
TSLA vs SPOT
+0.4%
-13.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.6% | -7.9% | -3.4% |
| 7D | -4.7% | +16.6% | -21.3% | -4.9% |
| 30D | +1.7% | +29.9% | -28.2% | +0.9% |
| 3M | +17.7% | +31.3% | -13.6% | +16.4% |
| 6M | -1.9% | +43.2% | -45.1% | -4.2% |
| YTD | -14.3% | +8.1% | -22.4% | -14.1% |
| 1Y | -13.3% | -0.3% | -13.0% | -13.3% |
| All | -13.3% | +0.4% | -13.7% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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