+22,391.8%
TSLA vs CAPR
-94.0%
+22,485.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.4% | +4.1% |
| 7D | -10.4% | +41.1% | -51.5% | -11.2% |
| 30D | -5.2% | +11.1% | -16.3% | -5.5% |
| 3M | +12.1% | +115.3% | -103.2% | +9.3% |
| 6M | -10.2% | -73.8% | +63.7% | -9.0% |
| YTD | -20.3% | -68.8% | +48.5% | -19.8% |
| 1Y | -19.7% | +43.3% | -63.0% | -26.6% |
| 3Y | +63.4% | +214.7% | -151.3% | +41.2% |
| 5Y | -12.1% | +141.3% | -153.4% | -24.6% |
| 10Y | +2,719.7% | -67.0% | +2,786.8% | +2,193.7% |
| All | +22,391.8% | -94.0% | +22,485.8% | +19,036.6% |
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