+2,591.1%
TSLA vs B
+190.8%
+2,400.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.5% |
| 7D | +1.5% | -1.6% | +3.1% | +1.9% |
| 30D | +10.1% | +9.4% | +0.7% | +8.1% |
| 3M | -15.4% | +5.0% | -20.4% | -16.4% |
| 6M | -12.8% | -3.5% | -9.2% | -12.7% |
| YTD | -21.3% | +4.5% | -25.7% | -22.8% |
| 1Y | +4.6% | +67.8% | -63.2% | -6.6% |
| 3Y | +44.5% | +196.7% | -152.2% | +14.3% |
| 5Y | +44.8% | +151.9% | -107.1% | +15.3% |
| All | +2,591.1% | +190.8% | +2,400.3% | +2,028.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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