+2,698.1%
TSLA vs CAT
+1,126.6%
+1,571.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +2.9% | +3.5% |
| 7D | +3.4% | +5.6% | -2.2% | +0.8% |
| 30D | +12.0% | -2.3% | +14.4% | +13.1% |
| 3M | -10.0% | -10.0% | 0.0% | -6.2% |
| 6M | -7.2% | +21.2% | -28.4% | -16.5% |
| YTD | -18.1% | +44.4% | -62.6% | -32.7% |
| 1Y | +6.3% | +96.3% | -90.0% | -25.1% |
| 3Y | +48.2% | +203.9% | -155.8% | -14.6% |
| 5Y | +46.5% | +333.5% | -287.0% | -28.4% |
| 10Y | +2,698.1% | +1,126.0% | +1,572.1% | +875.6% |
| All | +2,698.1% | +1,126.6% | +1,571.5% | +875.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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