+34.6%
TSLA vs SPYM
+77.8%
-43.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.5% | +5.2% |
| 7D | +3.4% | +0.6% | +2.8% | +2.1% |
| 30D | +12.0% | -0.9% | +13.0% | +14.7% |
| 3M | -10.0% | +3.9% | -13.9% | -16.5% |
| 6M | -7.2% | +14.5% | -21.8% | -30.7% |
| YTD | -18.1% | +13.0% | -31.1% | -36.9% |
| 1Y | +6.3% | +19.4% | -13.2% | -27.4% |
| All | +34.6% | +77.8% | -43.2% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling