-7.6%
TSLA vs Z
-55.4%
+47.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.7% | +5.2% |
| 7D | -10.4% | -4.6% | -5.8% | -9.0% |
| 30D | -5.2% | +8.3% | -13.5% | -9.3% |
| 3M | +12.1% | -11.6% | +23.7% | +15.2% |
| 6M | -10.2% | -33.6% | +23.5% | +2.6% |
| YTD | -20.3% | -56.7% | +36.3% | +6.8% |
| 1Y | -19.7% | -59.1% | +39.5% | +9.8% |
| 3Y | +63.4% | -20.4% | +83.7% | +55.3% |
| All | -7.6% | -55.4% | +47.8% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling