+2,973.5%
TSLA vs C
+218.0%
+2,755.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.3% |
| 7D | -4.7% | -0.4% | -4.3% | -4.3% |
| 30D | -0.8% | -5.2% | +4.4% | +2.3% |
| 3M | +14.8% | -9.1% | +23.9% | +20.9% |
| 6M | -11.3% | -1.6% | -9.8% | -10.8% |
| YTD | -15.6% | +6.9% | -22.5% | -19.6% |
| 1Y | -14.7% | +23.0% | -37.7% | -25.0% |
| 3Y | +76.9% | +216.1% | -139.2% | -5.1% |
| 5Y | +6.7% | +112.2% | -105.6% | -31.3% |
| 10Y | +2,973.5% | +208.8% | +2,764.7% | +1,620.2% |
| All | +2,973.5% | +218.0% | +2,755.4% | +1,620.2% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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