+3,125.8%
TSLA vs CG
+278.5%
+2,847.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.9% | -2.4% |
| 7D | +8.9% | +0.2% | +8.8% | +8.6% |
| 30D | +6.3% | +11.2% | -4.9% | -0.6% |
| 3M | +14.8% | -22.1% | +36.9% | +31.8% |
| 6M | -12.4% | -17.9% | +5.6% | -3.1% |
| YTD | -13.2% | -31.3% | +18.1% | +4.7% |
| 1Y | -2.9% | -24.0% | +21.0% | +9.8% |
| 3Y | +74.4% | +45.0% | +29.5% | +31.0% |
| 5Y | +13.3% | -22.6% | +35.9% | +17.0% |
| All | +3,125.8% | +278.5% | +2,847.4% | +1,609.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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