+3,125.8%
TSLA vs C
+216.5%
+2,909.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +8.9% | +4.2% | +4.8% | +6.5% |
| 30D | +6.3% | +2.0% | +4.3% | +5.3% |
| 3M | +14.8% | -10.1% | +24.9% | +21.7% |
| 6M | -12.4% | +1.0% | -13.4% | -13.1% |
| YTD | -13.2% | +8.5% | -21.7% | -18.1% |
| 1Y | -2.9% | +25.7% | -28.7% | -15.8% |
| 3Y | +74.4% | +216.0% | -141.6% | -6.8% |
| 5Y | +13.3% | +112.3% | -99.0% | -27.3% |
| All | +3,125.8% | +216.5% | +2,909.3% | +1,596.0% |
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