+2,883.7%
TSLA vs ACWI
+226.8%
+2,656.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +1.0% |
| 7D | -6.4% | +0.3% | -6.7% | -6.6% |
| 30D | -1.2% | -2.8% | +1.6% | +4.3% |
| 3M | +15.1% | -3.2% | +18.2% | +22.4% |
| 6M | -11.7% | +1.3% | -13.0% | -12.0% |
| YTD | -15.9% | +11.2% | -27.2% | -28.8% |
| 1Y | -12.0% | +13.8% | -25.7% | -28.2% |
| 3Y | +80.0% | +76.2% | +3.8% | -23.1% |
| 5Y | +10.8% | +59.5% | -48.7% | -41.3% |
| 10Y | +2,883.7% | +222.2% | +2,661.5% | +533.1% |
| All | +2,883.7% | +226.8% | +2,656.8% | +533.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling