+46.5%
TSLA vs Z
-67.0%
+113.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.4% | +10.4% | +6.3% |
| 7D | +3.4% | -3.3% | +6.6% | +4.5% |
| 30D | +12.0% | -3.7% | +15.8% | +13.1% |
| 3M | -10.0% | -7.0% | -3.0% | -8.6% |
| 6M | -7.2% | -29.5% | +22.3% | +3.7% |
| YTD | -18.1% | -52.6% | +34.4% | +4.9% |
| 1Y | +6.3% | -64.0% | +70.3% | +49.9% |
| 3Y | +48.2% | -36.4% | +84.6% | +61.0% |
| 5Y | +46.5% | -65.8% | +112.3% | +48.3% |
| All | +46.5% | -67.0% | +113.5% | +48.3% |
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 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