+881.6%
SPY vs TSLA
+27,853.7%
-26,972.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +0.4% |
| 7D | +0.1% | +1.5% | -1.4% | -0.2% |
| 30D | +0.1% | +10.1% | -10.1% | -1.4% |
| 3M | +2.0% | -15.4% | +17.4% | +3.8% |
| 6M | +13.0% | -12.8% | +25.8% | +14.3% |
| YTD | +13.5% | -21.3% | +34.8% | +16.3% |
| 1Y | +20.0% | +4.6% | +15.4% | +17.8% |
| 3Y | +77.2% | +44.5% | +32.7% | +59.9% |
| 5Y | +81.9% | +44.8% | +37.1% | +58.4% |
| 10Y | +314.1% | +2,585.4% | -2,271.4% | +139.3% |
| All | +881.6% | +27,853.7% | -26,972.1% | +315.7% |
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 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