-12.4%
TSLA vs SPYM
+2.7%
-15.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -0.8% |
| 7D | +8.9% | +2.6% | +6.4% | +2.5% |
| 30D | +6.3% | -2.0% | +8.3% | +12.3% |
| 3M | +14.8% | -2.8% | +17.6% | +24.4% |
| 6M | -12.4% | +2.2% | -14.5% | -16.6% |
| All | -12.4% | +2.7% | -15.0% | -16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling