+2,650.1%
TSLA vs A
+247.2%
+2,402.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.5% |
| 7D | -3.4% | -4.6% | +1.2% | -0.9% |
| 30D | +9.2% | -4.3% | +13.5% | +12.0% |
| 3M | -4.7% | +8.9% | -13.7% | -10.2% |
| 6M | -8.9% | +24.5% | -33.4% | -22.2% |
| YTD | -19.2% | +5.8% | -25.0% | -24.0% |
| 1Y | +4.5% | +16.2% | -11.7% | -7.9% |
| 3Y | +46.3% | +28.5% | +17.8% | +15.0% |
| 5Y | +48.1% | -16.3% | +64.5% | +52.1% |
| All | +2,650.1% | +247.2% | +2,402.9% | +1,294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded A 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling