+4,553.4%
AAPL vs TSLA
+30,706.8%
-26,153.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.7% |
| 7D | +4.1% | +8.9% | -4.8% | +2.6% |
| 30D | +4.0% | +6.3% | -2.3% | +2.6% |
| 3M | +16.8% | +14.8% | +2.0% | +13.4% |
| 6M | +19.4% | -12.4% | +31.8% | +20.7% |
| YTD | +31.5% | -13.2% | +44.7% | +32.6% |
| 1Y | +31.0% | -2.9% | +33.9% | +29.2% |
| 3Y | +95.3% | +74.4% | +20.9% | +64.1% |
| 5Y | +143.4% | +13.3% | +130.1% | +110.9% |
| 10Y | +1,330.5% | +3,004.2% | -1,673.7% | +624.6% |
| All | +4,553.4% | +30,706.8% | -26,153.4% | +1,650.3% |
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