+74.4%
TSLA vs SPYM
+78.4%
-4.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -0.9% |
| 7D | +8.9% | +2.6% | +6.4% | +2.9% |
| 30D | +6.3% | -2.0% | +8.3% | +11.7% |
| 3M | +14.8% | -2.8% | +17.6% | +23.3% |
| 6M | -12.4% | +2.2% | -14.5% | -15.0% |
| YTD | -13.2% | +11.5% | -24.8% | -30.9% |
| 1Y | -2.9% | +13.5% | -16.4% | -25.9% |
| 3Y | +74.4% | +78.0% | -3.6% | -38.1% |
| All | +74.4% | +78.4% | -4.0% | -38.1% |
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