+2,973.5%
TSLA vs CB
+246.9%
+2,726.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | -4.7% | +0.7% | -5.4% | -4.9% |
| 30D | -0.8% | +8.2% | -8.9% | -3.1% |
| 3M | +14.8% | +6.3% | +8.5% | +12.5% |
| 6M | -11.3% | +16.2% | -27.5% | -16.3% |
| YTD | -15.6% | +19.3% | -34.9% | -21.3% |
| 1Y | -14.7% | +29.2% | -43.9% | -22.8% |
| 3Y | +76.9% | +71.4% | +5.5% | +42.1% |
| 5Y | +6.7% | +104.2% | -97.6% | -20.7% |
| 10Y | +2,973.5% | +246.7% | +2,726.8% | +1,847.2% |
| All | +2,973.5% | +246.9% | +2,726.6% | +1,847.2% |
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