+2,681.1%
TSLA vs CB
+248.0%
+2,433.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.7% |
| 7D | -10.4% | +0.2% | -10.6% | -10.5% |
| 30D | -5.2% | +9.1% | -14.2% | -7.7% |
| 3M | +12.1% | +3.4% | +8.7% | +10.8% |
| 6M | -10.2% | +14.1% | -24.3% | -14.7% |
| YTD | -20.3% | +18.0% | -38.4% | -25.5% |
| 1Y | -19.7% | +30.1% | -49.8% | -27.5% |
| 3Y | +63.4% | +71.8% | -8.4% | +31.0% |
| 5Y | -12.1% | +101.8% | -113.9% | -34.4% |
| All | +2,681.1% | +248.0% | +2,433.1% | +1,760.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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