+2,883.7%
TSLA vs CAPR
-64.9%
+2,948.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.4% | -3.9% | +5.3% |
| 7D | -6.4% | +36.0% | -42.4% | -7.2% |
| 30D | -1.2% | +25.8% | -27.0% | -2.0% |
| 3M | +15.1% | +140.8% | -125.8% | +11.4% |
| 6M | -11.7% | -67.6% | +55.8% | -10.9% |
| YTD | -15.9% | -65.9% | +49.9% | -15.5% |
| 1Y | -12.0% | +66.1% | -78.1% | -21.2% |
| 3Y | +80.0% | +256.9% | -176.8% | +49.1% |
| 5Y | +10.8% | +172.1% | -161.3% | -9.3% |
| 10Y | +2,883.7% | -64.7% | +2,948.4% | +2,125.2% |
| All | +2,883.7% | -64.9% | +2,948.6% | +2,125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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