+47.6%
TSLA vs SPYG
+85.2%
-37.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.9% |
| 7D | +3.2% | -0.9% | +4.1% | +4.7% |
| 30D | +11.6% | -1.5% | +13.1% | +14.7% |
| 3M | -8.4% | +3.7% | -12.2% | -13.3% |
| 6M | -10.4% | +16.4% | -26.8% | -30.1% |
| YTD | -18.7% | +13.3% | -32.1% | -33.7% |
| 1Y | -0.9% | +17.9% | -18.8% | -23.9% |
| 3Y | +33.6% | +98.3% | -64.8% | -53.3% |
| All | +47.6% | +85.2% | -37.7% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling