+4.5%
TSLA vs SPYM
+17.3%
-12.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | +0.2% |
| 7D | -3.4% | -2.0% | -1.4% | +1.1% |
| 30D | +9.2% | -1.6% | +10.9% | +13.6% |
| 3M | -4.7% | +4.7% | -9.5% | -12.7% |
| 6M | -8.9% | +12.6% | -21.5% | -26.6% |
| YTD | -19.2% | +11.8% | -30.9% | -33.9% |
| 1Y | +4.5% | +17.5% | -13.0% | -27.2% |
| All | +4.5% | +17.3% | -12.8% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1y: compounded portfolio wealth divided by compounded SPYM 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…
1y analysis · Full analysis span regression · 6 months rolling