+22,391.8%
TSLA vs C
+317.8%
+22,074.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | -10.4% | -2.4% | -8.0% | -9.2% |
| 30D | -5.2% | -6.0% | +0.8% | -2.2% |
| 3M | +12.1% | -10.5% | +22.7% | +18.3% |
| 6M | -10.2% | -5.7% | -4.4% | -7.8% |
| YTD | -20.3% | +4.1% | -24.5% | -22.7% |
| 1Y | -19.7% | +20.5% | -40.2% | -27.4% |
| 3Y | +63.4% | +208.1% | -144.7% | -4.6% |
| 5Y | -12.1% | +110.4% | -122.5% | -39.4% |
| 10Y | +2,719.7% | +234.6% | +2,485.1% | +1,383.0% |
| All | +22,391.8% | +317.8% | +22,074.1% | +10,036.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling