+2,664.3%
TSLA vs CBOE
+368.5%
+2,295.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.0% |
| 7D | +3.2% | -5.8% | +9.0% | +4.6% |
| 30D | +11.6% | -3.1% | +14.7% | +12.1% |
| 3M | -8.4% | -4.8% | -3.7% | -8.2% |
| 6M | -10.4% | -0.6% | -9.8% | -11.9% |
| YTD | -18.7% | +12.8% | -31.5% | -23.2% |
| 1Y | -0.9% | +19.8% | -20.7% | -8.3% |
| 3Y | +33.6% | +86.9% | -53.4% | -0.2% |
| 5Y | +48.9% | +136.5% | -87.6% | -0.7% |
| All | +2,664.3% | +368.5% | +2,295.8% | +1,479.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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