+22,131.9%
TSLA vs B
+31.6%
+22,100.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.6% |
| 7D | +1.5% | -1.6% | +3.1% | +1.8% |
| 30D | +10.1% | +9.4% | +0.7% | +8.6% |
| 3M | -15.4% | +5.0% | -20.4% | -16.1% |
| 6M | -12.8% | -3.5% | -9.2% | -12.7% |
| YTD | -21.3% | +4.5% | -25.7% | -22.4% |
| 1Y | +4.6% | +67.8% | -63.2% | -3.7% |
| 3Y | +44.5% | +196.7% | -152.2% | +21.7% |
| 5Y | +44.8% | +151.9% | -107.1% | +22.7% |
| 10Y | +2,585.4% | +202.2% | +2,383.2% | +2,120.4% |
| All | +22,131.9% | +31.6% | +22,100.3% | +22,968.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling