-25.6%
TSLA vs USB
+33.6%
-59.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.1% | -8.7% | -10.1% |
| 7D | -14.8% | -1.5% | -13.3% | -14.3% |
| 30D | -9.7% | +4.3% | -14.0% | -10.7% |
| 3M | +6.9% | -6.1% | +13.0% | +9.1% |
| 6M | -11.7% | +9.4% | -21.1% | -13.4% |
| YTD | -23.6% | +15.2% | -38.7% | -27.6% |
| 1Y | -25.6% | +32.8% | -58.4% | -32.4% |
| All | -25.6% | +33.6% | -59.3% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 1y: compounded portfolio wealth divided by compounded USB 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…
1y analysis · Full analysis span regression · 6 months rolling