+66.9%
TESL vs SPY
+81.0%
-14.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.7% |
| 7D | +3.2% | -0.4% | +3.6% | +3.9% |
| 30D | +8.6% | -1.4% | +10.0% | +11.5% |
| 3M | -11.6% | +3.7% | -15.3% | -15.8% |
| 6M | -3.2% | +13.0% | -16.2% | -19.4% |
| YTD | -18.4% | +12.4% | -30.8% | -31.3% |
| 1Y | -19.4% | +18.5% | -38.0% | -37.3% |
| 3Y | +135.2% | +77.6% | +57.5% | +7.9% |
| 5Y | +66.9% | +81.7% | -14.8% | -17.1% |
| All | +66.9% | +81.0% | -14.1% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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