+1,367.3%
AAPL vs TSLA
+3,013.5%
-1,646.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.8% |
| 7D | +4.1% | +8.9% | -4.8% | +2.3% |
| 30D | +4.0% | +6.3% | -2.3% | +2.3% |
| 3M | +16.8% | +14.8% | +2.0% | +12.7% |
| 6M | +19.4% | -12.4% | +31.8% | +20.9% |
| YTD | +31.5% | -13.2% | +44.7% | +32.8% |
| 1Y | +31.0% | -2.9% | +33.9% | +28.8% |
| 3Y | +95.3% | +74.4% | +20.9% | +56.9% |
| 5Y | +143.4% | +13.3% | +130.1% | +103.0% |
| All | +1,367.3% | +3,013.5% | -1,646.1% | +525.6% |
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