+1,254.4%
AAPL vs TSLA
+2,696.6%
-1,442.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.7% | +3.8% |
| 7D | -0.5% | -3.4% | +2.9% | +0.2% |
| 30D | +7.1% | +9.2% | -2.1% | +4.8% |
| 3M | +12.1% | -4.7% | +16.8% | +12.1% |
| 6M | +25.4% | -8.9% | +34.4% | +26.1% |
| YTD | +20.5% | -19.2% | +39.6% | +24.0% |
| 1Y | +44.5% | +4.5% | +40.0% | +39.4% |
| 3Y | +85.8% | +46.3% | +39.5% | +55.0% |
| 5Y | +124.8% | +48.1% | +76.6% | +76.8% |
| All | +1,254.4% | +2,696.6% | -1,442.3% | +464.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLA.
Daily Out/Under-Performance
Portfolio return minus TSLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLA 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 10y: compounded portfolio wealth divided by compounded TSLA 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…
10y analysis · Full analysis span regression · 6 months rolling