+74.4%
TSLA vs SPXU
-80.6%
+155.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -0.9% |
| 7D | +8.9% | -7.6% | +16.5% | +3.0% |
| 30D | +6.3% | +5.3% | +1.0% | +12.9% |
| 3M | +14.8% | +9.6% | +5.1% | +27.0% |
| 6M | -12.4% | -4.5% | -7.8% | -9.8% |
| YTD | -13.2% | -25.9% | +12.6% | -23.7% |
| 1Y | -2.9% | -28.9% | +25.9% | -16.8% |
| 3Y | +74.4% | -80.5% | +154.9% | -11.6% |
| All | +74.4% | -80.6% | +155.0% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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