+6.7%
TSLA vs SPOT
+118.7%
-112.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | -4.7% | +1.0% | -5.7% | -5.1% |
| 30D | -0.8% | +14.6% | -15.3% | -6.4% |
| 3M | +14.8% | +18.4% | -3.7% | +6.1% |
| 6M | -11.3% | +45.1% | -56.4% | -25.7% |
| YTD | -15.6% | +4.4% | -19.9% | -20.5% |
| 1Y | -14.7% | -2.7% | -12.0% | -17.4% |
| 3Y | +76.9% | +254.6% | -177.6% | -12.6% |
| 5Y | +6.7% | +124.8% | -118.1% | -38.7% |
| All | +6.7% | +118.7% | -112.1% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling