+22,131.9%
TSLA vs CAPR
-93.7%
+22,225.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -6.0% |
| 7D | +1.5% | -2.0% | +3.5% | +1.6% |
| 30D | +10.1% | +139.2% | -129.1% | +7.3% |
| 3M | -15.4% | -66.4% | +51.0% | -14.6% |
| 6M | -12.8% | -63.1% | +50.4% | -12.3% |
| YTD | -21.3% | -67.4% | +46.2% | -20.7% |
| 1Y | +4.6% | +58.2% | -53.7% | -4.6% |
| 3Y | +44.5% | +42.2% | +2.3% | +27.6% |
| 5Y | +44.8% | +87.3% | -42.4% | +25.1% |
| 10Y | +2,585.4% | -75.3% | +2,660.7% | +2,095.7% |
| All | +22,131.9% | -93.7% | +22,225.6% | +18,833.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling