+74.4%
TSLA vs SPYG
+91.6%
-17.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -0.2% |
| 7D | +8.9% | +2.3% | +6.6% | +4.7% |
| 30D | +6.3% | -6.5% | +12.7% | +19.8% |
| 3M | +14.8% | -6.8% | +21.6% | +30.4% |
| 6M | -12.4% | -3.1% | -9.2% | -6.3% |
| YTD | -13.2% | +8.0% | -21.2% | -23.6% |
| 1Y | -2.9% | +10.2% | -13.2% | -17.7% |
| 3Y | +74.4% | +91.0% | -16.6% | -27.1% |
| All | +74.4% | +91.6% | -17.2% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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