+2,973.5%
TSLA vs ALL
+372.0%
+2,601.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.4% |
| 7D | -4.7% | -0.1% | -4.6% | -4.8% |
| 30D | -0.8% | +13.8% | -14.6% | -4.9% |
| 3M | +14.8% | -2.8% | +17.5% | +15.2% |
| 6M | -11.3% | +23.7% | -35.0% | -19.1% |
| YTD | -15.6% | +27.3% | -42.8% | -24.3% |
| 1Y | -14.7% | +30.5% | -45.2% | -24.4% |
| 3Y | +76.9% | +113.0% | -36.1% | +23.9% |
| 5Y | +6.7% | +157.6% | -150.9% | -34.6% |
| 10Y | +2,973.5% | +368.4% | +2,605.1% | +1,390.8% |
| All | +2,973.5% | +372.0% | +2,601.5% | +1,390.8% |
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