+3,125.8%
TSLA vs ALL
+377.9%
+2,747.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +8.9% | +5.0% | +3.9% | +7.3% |
| 30D | +6.3% | +13.3% | -7.0% | +2.0% |
| 3M | +14.8% | +3.2% | +11.6% | +13.1% |
| 6M | -12.4% | +25.3% | -37.7% | -20.3% |
| YTD | -13.2% | +30.5% | -43.7% | -22.8% |
| 1Y | -2.9% | +29.2% | -32.1% | -13.4% |
| 3Y | +74.4% | +119.1% | -44.7% | +20.9% |
| 5Y | +13.3% | +162.6% | -149.3% | -31.0% |
| All | +3,125.8% | +377.9% | +2,747.9% | +1,393.7% |
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