+63.4%
TSLA vs SWKS
-0.7%
+64.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.7% |
| 7D | -10.4% | -6.2% | -4.2% | -8.0% |
| 30D | -5.2% | -1.5% | -3.7% | -4.7% |
| 3M | +12.1% | +23.0% | -10.9% | +0.3% |
| 6M | -10.2% | +27.6% | -37.8% | -21.7% |
| YTD | -20.3% | +32.3% | -52.7% | -33.5% |
| 1Y | -19.7% | +20.1% | -39.8% | -29.5% |
| 3Y | +63.4% | +0.6% | +62.7% | +43.4% |
| All | +63.4% | -0.7% | +64.1% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling