+81.8%
SPY vs TSLA
+45.0%
+36.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.2% |
| 7D | +0.5% | +3.4% | -2.8% | -0.1% |
| 30D | -0.9% | +12.0% | -13.0% | -3.0% |
| 3M | +3.9% | -10.0% | +13.9% | +5.1% |
| 6M | +14.5% | -7.2% | +21.7% | +14.9% |
| YTD | +12.9% | -18.1% | +31.1% | +15.5% |
| 1Y | +19.4% | +6.3% | +13.1% | +16.3% |
| 3Y | +78.5% | +48.2% | +30.3% | +56.2% |
| 5Y | +81.8% | +46.5% | +35.2% | +48.0% |
| All | +81.8% | +45.0% | +36.7% | +48.0% |
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