+1,885.3%
TSLA vs SPOT
+227.0%
+1,658.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.8% | -4.5% |
| 7D | +1.5% | -0.9% | +2.5% | +2.0% |
| 30D | +10.1% | +12.5% | -2.4% | +4.2% |
| 3M | -15.4% | +9.9% | -25.3% | -19.7% |
| 6M | -12.8% | +1.6% | -14.3% | -15.9% |
| YTD | -21.3% | -6.6% | -14.7% | -22.3% |
| 1Y | +4.6% | -22.9% | +27.5% | +12.3% |
| 3Y | +44.5% | +244.3% | -199.8% | -30.3% |
| 5Y | +44.8% | +117.8% | -73.0% | -18.1% |
| All | +1,885.3% | +227.0% | +1,658.3% | +756.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling