+46.2%
TSLA vs ZTS
-63.0%
+109.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +3.0% | -3.8% | +6.8% | +4.3% |
| 30D | +11.2% | -2.0% | +13.2% | +11.8% |
| 3M | -7.3% | -10.2% | +2.9% | -4.4% |
| 6M | -7.7% | -39.4% | +31.7% | +10.1% |
| YTD | -18.2% | -40.8% | +22.6% | -1.5% |
| 1Y | +6.0% | -50.1% | +56.1% | +38.5% |
| 3Y | +48.0% | -58.9% | +106.9% | +105.2% |
| 5Y | +46.2% | -62.4% | +108.5% | +105.3% |
| All | +46.2% | -63.0% | +109.2% | +105.3% |
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 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