+15.5%
TSLA vs CB
+107.6%
-92.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | +8.9% | +2.9% | +6.0% | +8.5% |
| 30D | +6.3% | +7.3% | -1.0% | +5.3% |
| 3M | +14.8% | +9.4% | +5.4% | +13.4% |
| 6M | -12.4% | +19.6% | -32.0% | -15.6% |
| YTD | -13.2% | +21.5% | -34.7% | -17.1% |
| 1Y | -2.9% | +28.0% | -30.9% | -8.7% |
| 3Y | +74.4% | +74.9% | -0.4% | +44.6% |
| All | +15.5% | +107.6% | -92.1% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling