+41.1%
TSLA vs USB
+40.0%
+1.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.7% | -5.8% |
| 7D | +1.5% | +1.4% | +0.1% | +0.6% |
| 30D | +10.1% | -1.3% | +11.4% | +10.8% |
| 3M | -15.4% | +15.2% | -30.6% | -22.7% |
| 6M | -12.8% | +18.8% | -31.6% | -22.2% |
| YTD | -21.3% | +21.0% | -42.3% | -31.0% |
| 1Y | +4.6% | +34.0% | -29.4% | -14.7% |
| 3Y | +44.5% | +95.3% | -50.8% | -4.6% |
| All | +41.1% | +40.0% | +1.0% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling