+4.6%
TSLA vs ZTS
-49.3%
+53.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.9% |
| 7D | +1.5% | -2.0% | +3.5% | +1.5% |
| 30D | +10.1% | +1.9% | +8.2% | +10.1% |
| 3M | -15.4% | -4.0% | -11.4% | -15.2% |
| 6M | -12.8% | -39.1% | +26.4% | -6.3% |
| YTD | -21.3% | -38.8% | +17.5% | -15.5% |
| 1Y | +4.6% | -49.6% | +54.2% | +21.5% |
| All | +4.6% | -49.3% | +53.9% | +21.5% |
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