+41.1%
TSLA vs ALL
+118.4%
-77.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.8% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +10.1% | -1.5% | +11.6% | +10.2% |
| 3M | -15.4% | +23.6% | -39.0% | -18.0% |
| 6M | -12.8% | +22.3% | -35.1% | -15.5% |
| YTD | -21.3% | +26.5% | -47.8% | -24.3% |
| 1Y | +4.6% | +27.0% | -22.4% | +0.2% |
| 3Y | +44.5% | +149.6% | -105.1% | +18.9% |
| All | +41.1% | +118.4% | -77.3% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling