+6.0%
TSLA vs SPOT
-26.9%
+32.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +3.0% | -6.5% | +9.5% | +3.6% |
| 30D | +11.2% | +2.2% | +9.0% | +10.9% |
| 3M | -7.3% | +5.4% | -12.7% | -7.9% |
| 6M | -7.7% | -4.0% | -3.7% | -6.9% |
| YTD | -18.2% | -9.9% | -8.3% | -16.3% |
| 1Y | +6.0% | -27.3% | +33.3% | +11.8% |
| All | +6.0% | -26.9% | +32.9% | +11.8% |
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