+41.1%
TSLA vs C
+128.9%
-87.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.7% |
| 7D | +1.5% | +3.6% | -2.1% | -1.1% |
| 30D | +10.1% | +0.1% | +10.1% | +9.8% |
| 3M | -15.4% | +2.4% | -17.8% | -17.1% |
| 6M | -12.8% | +24.9% | -37.7% | -26.9% |
| YTD | -21.3% | +19.8% | -41.1% | -32.6% |
| 1Y | +4.6% | +44.9% | -40.3% | -23.2% |
| 3Y | +44.5% | +263.0% | -218.5% | -46.3% |
| All | +41.1% | +128.9% | -87.8% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling