+311.1%
SPY vs TSLA
+3,082.0%
-2,770.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.9% |
| 7D | -0.9% | +1.5% | -2.4% | -1.2% |
| 30D | -2.4% | +3.4% | -5.7% | -3.0% |
| 3M | -1.2% | +17.4% | -18.6% | -3.8% |
| 6M | +3.3% | -12.2% | +15.5% | +4.5% |
| YTD | +12.3% | -13.1% | +25.4% | +13.4% |
| 1Y | +12.4% | -11.1% | +23.5% | +13.0% |
| 3Y | +78.8% | +82.1% | -3.3% | +53.9% |
| 5Y | +75.2% | +10.3% | +64.9% | +55.3% |
| 10Y | +311.1% | +3,009.1% | -2,698.0% | +121.7% |
| All | +311.1% | +3,082.0% | -2,770.9% | +121.7% |
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 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