+15.5%
TSLA vs SPYM
+72.6%
-57.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.0% |
| 7D | +8.9% | +2.6% | +6.4% | +3.5% |
| 30D | +6.3% | -2.0% | +8.3% | +11.3% |
| 3M | +14.8% | -2.8% | +17.6% | +22.5% |
| 6M | -12.4% | +2.2% | -14.5% | -14.5% |
| YTD | -13.2% | +11.5% | -24.8% | -29.1% |
| 1Y | -2.9% | +13.5% | -16.4% | -23.5% |
| 3Y | +74.4% | +78.0% | -3.6% | -37.7% |
| All | +15.5% | +72.6% | -57.1% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling