-13.3%
TSLA vs ZTS
-26.9%
+13.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.5% | -10.8% | -2.3% |
| 7D | -4.7% | +15.4% | -20.1% | -2.9% |
| 30D | +1.7% | +25.8% | -24.1% | +4.6% |
| 3M | +17.7% | +18.1% | -0.4% | +20.0% |
| 6M | -1.9% | -19.7% | +17.9% | +1.0% |
| YTD | -14.3% | -27.5% | +13.2% | -9.5% |
| 1Y | -13.3% | -26.7% | +13.4% | -9.4% |
| All | -13.3% | -26.9% | +13.6% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 1y: compounded portfolio wealth divided by compounded ZTS 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…
1y analysis · Full analysis span regression · 6 months rolling