+56.7%
TSLA vs SWKS
-1.9%
+58.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.1% | -8.7% | -9.9% |
| 7D | -14.8% | -9.2% | -5.6% | -11.3% |
| 30D | -9.7% | -1.9% | -7.8% | -9.1% |
| 3M | +6.9% | +21.2% | -14.3% | -3.8% |
| 6M | -11.7% | +12.9% | -24.6% | -19.2% |
| YTD | -23.6% | +30.7% | -54.3% | -35.9% |
| 1Y | -25.6% | +14.1% | -39.8% | -33.0% |
| All | +56.7% | -1.9% | +58.6% | +38.2% |
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