+63.4%
TSLA vs ACWI
+70.3%
-7.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.3% | +4.3% |
| 7D | -10.4% | -2.4% | -8.1% | -5.3% |
| 30D | -5.2% | -5.2% | 0.0% | +7.3% |
| 3M | +12.1% | -4.8% | +16.9% | +26.0% |
| 6M | -10.2% | -1.3% | -8.8% | -5.9% |
| YTD | -20.3% | +8.4% | -28.7% | -33.0% |
| 1Y | -19.7% | +11.0% | -30.7% | -36.3% |
| 3Y | +63.4% | +70.6% | -7.2% | -44.5% |
| All | +63.4% | +70.3% | -7.0% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling