+2,698.1%
TSLA vs AR
+45.1%
+2,653.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.1% |
| 7D | +3.4% | -1.8% | +5.2% | +3.7% |
| 30D | +12.0% | +12.6% | -0.5% | +10.0% |
| 3M | -10.0% | +10.0% | -20.0% | -11.6% |
| 6M | -7.2% | +0.6% | -7.8% | -8.0% |
| YTD | -18.1% | +13.4% | -31.5% | -20.5% |
| 1Y | +6.3% | +21.7% | -15.4% | +1.9% |
| 3Y | +48.2% | +45.8% | +2.3% | +37.7% |
| 5Y | +46.5% | +144.3% | -97.7% | +26.3% |
| 10Y | +2,698.1% | +41.8% | +2,656.3% | +2,451.1% |
| All | +2,698.1% | +45.1% | +2,653.0% | +2,451.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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