+142.4%
AAPL vs TSLA
+13.8%
+128.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | +3.2% | +15.6% | -12.5% | -0.1% |
| 30D | +4.1% | +5.9% | -1.9% | +2.4% |
| 3M | +17.5% | +21.4% | -3.9% | +11.7% |
| 6M | +20.6% | -8.3% | +28.9% | +21.0% |
| YTD | +31.0% | -11.6% | +42.6% | +31.9% |
| 1Y | +30.2% | -7.7% | +37.9% | +29.4% |
| 3Y | +92.9% | +85.2% | +7.7% | +48.3% |
| 5Y | +142.4% | +15.4% | +127.0% | +101.7% |
| All | +142.4% | +13.8% | +128.6% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling