+558.6%
QQQ vs TSLA
+2,711.1%
-2,152.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.6% | +3.2% | -3.8% | -1.3% |
| 30D | -1.2% | +11.6% | -12.8% | -3.8% |
| 3M | -0.2% | -8.4% | +8.2% | +1.1% |
| 6M | +17.9% | -10.4% | +28.3% | +19.7% |
| YTD | +16.6% | -18.7% | +35.4% | +20.7% |
| 1Y | +23.0% | -0.9% | +23.9% | +21.3% |
| 3Y | +92.9% | +33.6% | +59.4% | +67.4% |
| 5Y | +95.6% | +48.9% | +46.7% | +57.8% |
| All | +558.6% | +2,711.1% | -2,152.5% | +188.4% |
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