+2,698.1%
TSLA vs C
+289.2%
+2,408.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.4% |
| 7D | +3.4% | +3.2% | +0.2% | +1.7% |
| 30D | +12.0% | +1.3% | +10.8% | +11.1% |
| 3M | -10.0% | +3.1% | -13.1% | -11.6% |
| 6M | -7.2% | +29.6% | -36.8% | -20.1% |
| YTD | -18.1% | +19.0% | -37.1% | -26.5% |
| 1Y | +6.3% | +45.6% | -39.4% | -14.9% |
| 3Y | +48.2% | +269.3% | -221.1% | -26.4% |
| 5Y | +46.5% | +131.6% | -85.1% | -10.1% |
| 10Y | +2,698.1% | +286.5% | +2,411.6% | +1,377.1% |
| All | +2,698.1% | +289.2% | +2,408.9% | +1,377.1% |
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