+6.7%
TSLA vs ZTS
-60.0%
+66.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.7% | -0.6% | -4.1% | -4.5% |
| 30D | -0.8% | +11.0% | -11.7% | -4.4% |
| 3M | +14.8% | +10.9% | +3.8% | +10.4% |
| 6M | -11.3% | +0.9% | -12.3% | -12.7% |
| YTD | -15.6% | -33.0% | +17.4% | -2.5% |
| 1Y | -14.7% | -29.6% | +14.9% | -4.2% |
| 3Y | +76.9% | -49.0% | +126.0% | +120.8% |
| 5Y | +6.7% | -59.5% | +66.2% | +33.8% |
| All | +6.7% | -60.0% | +66.7% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling