+40.8%
TSLA vs Z
-32.8%
+73.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -5.2% |
| 7D | +1.5% | -3.0% | +4.5% | +2.5% |
| 30D | +10.1% | -4.2% | +14.3% | +11.3% |
| 3M | -15.4% | -3.7% | -11.7% | -14.9% |
| 6M | -12.8% | -24.5% | +11.7% | -5.4% |
| YTD | -21.3% | -49.3% | +28.0% | -3.0% |
| 1Y | +4.6% | -58.7% | +63.3% | +37.5% |
| All | +40.8% | -32.8% | +73.6% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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