+2,681.1%
TSLA vs B
+183.2%
+2,497.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | -10.4% | +9.6% | -20.0% | -12.2% |
| 30D | -5.2% | +3.5% | -8.7% | -6.0% |
| 3M | +12.1% | -1.6% | +13.7% | +12.1% |
| 6M | -10.2% | -1.7% | -8.5% | -10.3% |
| YTD | -20.3% | -5.3% | -15.0% | -20.5% |
| 1Y | -19.7% | +27.2% | -46.9% | -24.4% |
| 3Y | +63.4% | +166.1% | -102.7% | +30.9% |
| 5Y | -12.1% | +136.5% | -148.6% | -29.7% |
| All | +2,681.1% | +183.2% | +2,497.8% | +2,100.5% |
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