+4,027.1%
AAPL vs TSLA
+28,965.3%
-24,938.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.1% | -1.9% |
| 7D | -2.7% | +3.4% | -6.1% | -3.4% |
| 30D | +1.0% | +12.0% | -11.0% | -1.2% |
| 3M | +5.0% | -10.0% | +14.9% | +6.0% |
| 6M | +23.0% | -7.2% | +30.2% | +23.3% |
| YTD | +16.6% | -18.1% | +34.8% | +19.3% |
| 1Y | +33.4% | +6.3% | +27.1% | +29.3% |
| 3Y | +79.9% | +48.2% | +31.7% | +55.5% |
| 5Y | +109.0% | +46.5% | +62.5% | +73.9% |
| 10Y | +1,210.4% | +2,698.1% | -1,487.7% | +575.8% |
| All | +4,027.1% | +28,965.3% | -24,938.1% | +1,473.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling