+3,007.2%
TSLA vs AR
-33.4%
+3,040.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.1% | +4.4% |
| 7D | -10.4% | -14.3% | +3.9% | -8.2% |
| 30D | -5.2% | +1.4% | -6.6% | -5.4% |
| 3M | +12.1% | +3.4% | +8.7% | +11.2% |
| 6M | -10.2% | -2.1% | -8.1% | -10.4% |
| YTD | -20.3% | +4.7% | -25.0% | -21.9% |
| 1Y | -19.7% | +10.6% | -30.2% | -22.1% |
| 3Y | +63.4% | +24.6% | +38.8% | +54.8% |
| 5Y | -12.1% | +71.9% | -84.0% | -21.9% |
| 10Y | +2,719.7% | +46.4% | +2,673.4% | +2,388.7% |
| All | +3,007.2% | -33.4% | +3,040.6% | +3,241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling