+2,883.7%
TSLA vs C
+229.8%
+2,653.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.1% | +4.2% |
| 7D | -6.4% | -0.9% | -5.5% | -5.7% |
| 30D | -1.2% | -5.4% | +4.2% | +1.9% |
| 3M | +15.1% | -9.2% | +24.2% | +21.2% |
| 6M | -11.7% | -1.8% | -9.9% | -11.1% |
| YTD | -15.9% | +6.7% | -22.6% | -19.9% |
| 1Y | -12.0% | +23.5% | -35.5% | -22.7% |
| 3Y | +80.0% | +219.8% | -139.7% | -3.7% |
| 5Y | +10.8% | +112.4% | -101.6% | -28.5% |
| 10Y | +2,883.7% | +220.1% | +2,663.6% | +1,629.8% |
| All | +2,883.7% | +229.8% | +2,653.9% | +1,629.8% |
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