-13.3%
TSLA vs SWKS
+14.2%
-27.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.7% |
| 7D | -4.7% | -4.9% | +0.2% | -3.7% |
| 30D | +1.7% | -1.2% | +2.9% | +1.9% |
| 3M | +17.7% | +24.2% | -6.5% | +10.5% |
| 6M | -1.9% | +21.5% | -23.3% | -7.0% |
| YTD | -14.3% | +33.5% | -47.8% | -19.3% |
| 1Y | -13.3% | +18.9% | -32.2% | -14.4% |
| All | -13.3% | +14.2% | -27.5% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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