+22,391.8%
TSLA vs CAT
+1,220.8%
+21,171.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | -10.4% | -10.3% | -0.1% | -5.3% |
| 30D | -5.2% | -31.2% | +26.0% | +13.7% |
| 3M | +12.1% | -34.7% | +46.8% | +37.4% |
| 6M | -10.2% | -39.5% | +29.3% | +13.6% |
| YTD | -20.3% | -1.7% | -18.7% | -22.1% |
| 1Y | -19.7% | -1.1% | -18.5% | -21.6% |
| 3Y | +63.4% | +143.9% | -80.5% | +1.6% |
| 5Y | -12.1% | +194.8% | -206.8% | -51.1% |
| 10Y | +2,719.7% | +739.8% | +1,980.0% | +738.1% |
| All | +22,391.8% | +1,220.8% | +21,171.0% | +4,717.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling