+14,773.9%
TSLA vs ZTS
+196.1%
+14,577.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.0% |
| 3M | +14.8% | +10.9% | +3.8% | +8.4% |
| 6M | -11.3% | +0.9% | -12.3% | -13.9% |
| YTD | -15.6% | -33.0% | +17.4% | -1.1% |
| 1Y | -14.7% | -29.6% | +14.9% | -3.1% |
| 3Y | +76.9% | -49.0% | +126.0% | +129.5% |
| 5Y | +6.7% | -59.5% | +66.2% | +57.0% |
| 10Y | +2,973.5% | +77.0% | +2,896.5% | +2,092.4% |
| All | +14,773.9% | +196.1% | +14,577.8% | +8,242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling