+23,636.9%
TSLA vs B
+24.3%
+23,612.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +4.9% |
| 7D | -6.4% | +11.3% | -17.7% | -8.0% |
| 30D | -1.2% | +2.9% | -4.2% | -1.8% |
| 3M | +15.1% | -2.9% | +17.9% | +15.3% |
| 6M | -11.7% | -1.2% | -10.5% | -11.9% |
| YTD | -15.9% | -1.3% | -14.6% | -16.5% |
| 1Y | -12.0% | +30.4% | -42.4% | -16.0% |
| 3Y | +80.0% | +195.3% | -115.2% | +51.8% |
| 5Y | +10.8% | +146.2% | -135.4% | -5.8% |
| 10Y | +2,883.7% | +200.5% | +2,683.2% | +2,377.8% |
| All | +23,636.9% | +24.3% | +23,612.6% | +24,703.2% |
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