+867.3%
SPY vs TSLA
+31,277.6%
-30,410.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.6% |
| 7D | +3.3% | +15.6% | -12.4% | +1.3% |
| 30D | -2.7% | +5.9% | -8.6% | -3.6% |
| 3M | -1.7% | +21.4% | -23.1% | -4.6% |
| 6M | +3.1% | -8.3% | +11.4% | +3.6% |
| YTD | +11.9% | -11.6% | +23.5% | +12.7% |
| 1Y | +12.0% | -7.7% | +19.7% | +12.0% |
| 3Y | +78.2% | +85.2% | -7.0% | +55.8% |
| 5Y | +73.2% | +15.4% | +57.9% | +55.0% |
| 10Y | +309.6% | +3,061.7% | -2,752.1% | +131.7% |
| All | +867.3% | +31,277.6% | -30,410.3% | +302.7% |
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