+2,664.3%
TSLA vs BEN
+56.6%
+2,607.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.2% | -3.1% | +6.3% | +4.7% |
| 30D | +11.6% | +0.2% | +11.4% | +11.3% |
| 3M | -8.4% | +6.8% | -15.3% | -11.4% |
| 6M | -10.4% | +38.1% | -48.5% | -23.4% |
| YTD | -18.7% | +44.3% | -63.1% | -32.1% |
| 1Y | -0.9% | +42.6% | -43.5% | -17.0% |
| 3Y | +33.6% | +52.3% | -18.7% | +6.0% |
| 5Y | +48.9% | +37.6% | +11.3% | +21.8% |
| All | +2,664.3% | +56.6% | +2,607.7% | +2,032.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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