+47.6%
TSLA vs ZBRA
-40.4%
+87.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.4% |
| 7D | +3.2% | -3.4% | +6.6% | +4.9% |
| 30D | +11.6% | -7.4% | +19.0% | +15.8% |
| 3M | -8.4% | +57.5% | -66.0% | -30.3% |
| 6M | -10.4% | +64.0% | -74.4% | -34.4% |
| YTD | -18.7% | +44.3% | -63.0% | -37.1% |
| 1Y | -0.9% | +10.9% | -11.8% | -11.2% |
| 3Y | +33.6% | +37.5% | -3.9% | +0.4% |
| All | +47.6% | -40.4% | +87.9% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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