+3,185.6%
TSLA vs ARWR
+1,009.4%
+2,176.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.5% |
| 7D | +15.6% | -17.9% | +33.6% | +19.2% |
| 30D | +5.9% | -18.9% | +24.8% | +9.5% |
| 3M | +21.4% | -46.0% | +67.3% | +34.3% |
| 6M | -8.3% | -40.3% | +32.0% | -0.8% |
| YTD | -11.6% | -29.0% | +17.4% | -8.1% |
| 1Y | -7.7% | +13.8% | -21.5% | -12.8% |
| 3Y | +85.2% | +74.9% | +10.3% | +50.7% |
| 5Y | +15.4% | -36.2% | +51.6% | +5.9% |
| All | +3,185.6% | +1,009.4% | +2,176.2% | +2,306.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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