+46.5%
TSLA vs TECH
-41.8%
+88.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.1% | +4.0% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | +12.0% | +0.1% | +11.9% | +12.0% |
| 3M | -10.0% | +37.5% | -47.5% | -21.9% |
| 6M | -7.2% | +34.6% | -41.8% | -20.6% |
| YTD | -18.1% | +23.5% | -41.6% | -27.9% |
| 1Y | +6.3% | +34.4% | -28.1% | -11.5% |
| 3Y | +48.2% | +2.3% | +45.9% | +33.0% |
| 5Y | +46.5% | -41.7% | +88.2% | +72.0% |
| All | +46.5% | -41.8% | +88.3% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 5y: compounded portfolio wealth divided by compounded TECH 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…
5y analysis · Full analysis span regression · 6 months rolling