+2,739.7%
TSLA vs ALL
+358.9%
+2,380.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.3% | +4.7% |
| 7D | +3.4% | -1.7% | +5.1% | +4.0% |
| 30D | +12.0% | -4.7% | +16.7% | +13.6% |
| 3M | -10.0% | +18.4% | -28.3% | -15.9% |
| 6M | -7.2% | +20.5% | -27.7% | -14.4% |
| YTD | -18.1% | +23.5% | -41.7% | -25.5% |
| 1Y | +6.3% | +29.0% | -22.7% | -5.6% |
| 3Y | +48.2% | +153.7% | -105.6% | -4.0% |
| 5Y | +46.5% | +114.8% | -68.3% | -0.9% |
| All | +2,739.7% | +358.9% | +2,380.9% | +1,409.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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