+76.9%
TSLA vs SPOT
+257.6%
-180.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | -4.7% | +1.0% | -5.7% | -4.9% |
| 30D | -0.8% | +14.6% | -15.3% | -3.9% |
| 3M | +14.8% | +18.4% | -3.7% | +9.9% |
| 6M | -11.3% | +45.1% | -56.4% | -20.2% |
| YTD | -15.6% | +4.4% | -19.9% | -17.3% |
| 1Y | -14.7% | -2.7% | -12.0% | -14.8% |
| 3Y | +76.9% | +254.6% | -177.6% | +60.9% |
| All | +76.9% | +257.6% | -180.7% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling