+40.8%
TSLA vs T
+106.0%
-65.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.0% | -6.4% |
| 7D | +1.5% | -1.3% | +2.8% | +1.2% |
| 30D | +10.1% | +11.4% | -1.2% | +13.0% |
| 3M | -15.4% | +14.3% | -29.7% | -12.1% |
| 6M | -12.8% | -9.3% | -3.5% | -13.4% |
| YTD | -21.3% | +7.1% | -28.4% | -19.1% |
| 1Y | +4.6% | -9.1% | +13.7% | +4.4% |
| All | +40.8% | +106.0% | -65.2% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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