+2,737.0%
TSLA vs CG
+324.5%
+2,412.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +2.3% |
| 7D | +3.0% | -6.4% | +9.5% | +7.1% |
| 30D | +11.2% | -7.1% | +18.2% | +15.8% |
| 3M | -7.3% | -1.6% | -5.7% | -7.0% |
| 6M | -7.7% | -8.3% | +0.6% | -4.3% |
| YTD | -18.2% | -23.8% | +5.6% | -6.5% |
| 1Y | +6.0% | -28.7% | +34.7% | +24.6% |
| 3Y | +48.0% | +49.2% | -1.1% | +10.2% |
| 5Y | +46.2% | +5.5% | +40.7% | +28.1% |
| 10Y | +2,737.0% | +331.2% | +2,405.8% | +1,242.6% |
| All | +2,737.0% | +324.5% | +2,412.5% | +1,242.6% |
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