+32.9%
TSLA vs SYY
+27.8%
+5.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -3.4% | +1.5% | -4.9% | -3.7% |
| 30D | +9.2% | -2.3% | +11.6% | +9.7% |
| 3M | -4.7% | +5.5% | -10.2% | -6.0% |
| 6M | -8.9% | -1.0% | -8.0% | -9.2% |
| YTD | -19.2% | +14.1% | -33.3% | -22.4% |
| 1Y | +4.5% | +5.6% | -1.0% | +2.7% |
| All | +32.9% | +27.8% | +5.1% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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