+46.2%
TSLA vs CHD
+19.3%
+26.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.2% |
| 7D | +3.0% | -4.2% | +7.2% | +2.8% |
| 30D | +11.2% | -7.6% | +18.7% | +10.8% |
| 3M | -7.3% | -1.6% | -5.7% | -7.3% |
| 6M | -7.7% | -6.3% | -1.4% | -7.6% |
| YTD | -18.2% | +14.6% | -32.8% | -18.4% |
| 1Y | +6.0% | +1.6% | +4.4% | +5.9% |
| 3Y | +48.0% | +3.1% | +44.9% | +46.9% |
| 5Y | +46.2% | +21.1% | +25.1% | +51.6% |
| All | +46.2% | +19.3% | +26.9% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling