+2,650.1%
TSLA vs CHD
+125.6%
+2,524.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.0% |
| 7D | -3.4% | -4.7% | +1.3% | -2.9% |
| 30D | +9.2% | -8.3% | +17.6% | +10.2% |
| 3M | -4.7% | -4.0% | -0.7% | -4.5% |
| 6M | -8.9% | -6.5% | -2.4% | -8.4% |
| YTD | -19.2% | +13.1% | -32.2% | -21.0% |
| 1Y | +4.5% | +2.3% | +2.2% | +3.5% |
| 3Y | +46.3% | +1.8% | +44.5% | +43.4% |
| 5Y | +48.1% | +20.6% | +27.6% | +37.7% |
| All | +2,650.1% | +125.6% | +2,524.5% | +2,186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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