+4.5%
TSLA vs ZTS
-50.2%
+54.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.2% |
| 7D | -3.4% | -4.5% | +1.1% | -3.5% |
| 30D | +9.2% | -3.3% | +12.5% | +9.0% |
| 3M | -4.7% | -9.7% | +5.0% | -4.6% |
| 6M | -8.9% | -38.8% | +29.9% | -3.6% |
| YTD | -19.2% | -41.2% | +22.0% | -13.4% |
| 1Y | +4.5% | -50.3% | +54.8% | +20.3% |
| All | +4.5% | -50.2% | +54.7% | +20.3% |
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