+38.0%
TSLA vs SWKS
-25.5%
+63.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.5% | -9.4% | -7.5% |
| 7D | +1.5% | +12.5% | -11.0% | -4.0% |
| 30D | +10.1% | +10.5% | -0.4% | +4.9% |
| 3M | -15.4% | -7.4% | -8.0% | -13.0% |
| 6M | -12.8% | +32.7% | -45.4% | -25.8% |
| YTD | -21.3% | +19.2% | -40.4% | -30.2% |
| 1Y | +4.6% | +2.4% | +2.2% | +0.1% |
| All | +38.0% | -25.5% | +63.5% | +32.4% |
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