+3,125.8%
TSLA vs AR
+57.4%
+3,068.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +8.9% | +7.4% | +1.6% | +7.8% |
| 30D | +6.3% | +5.8% | +0.5% | +5.4% |
| 3M | +14.8% | +5.2% | +9.6% | +13.7% |
| 6M | -12.4% | +5.4% | -17.8% | -13.6% |
| YTD | -13.2% | +12.4% | -25.7% | -15.7% |
| 1Y | -2.9% | +12.8% | -15.7% | -6.0% |
| 3Y | +74.4% | +47.2% | +27.2% | +62.1% |
| 5Y | +13.3% | +101.1% | -87.9% | -0.2% |
| All | +3,125.8% | +57.4% | +3,068.5% | +2,751.7% |
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