+24,401.0%
TSLA vs CHD
+786.4%
+23,614.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.2% |
| 7D | +8.9% | +3.6% | +5.3% | +8.0% |
| 30D | +6.3% | +10.4% | -4.1% | +3.7% |
| 3M | +14.8% | +12.2% | +2.6% | +11.4% |
| 6M | -12.4% | +19.9% | -32.3% | -16.7% |
| YTD | -13.2% | +36.4% | -49.6% | -20.7% |
| 1Y | -2.9% | +35.1% | -38.1% | -11.1% |
| 3Y | +74.4% | +29.2% | +45.2% | +58.1% |
| 5Y | +13.3% | +33.4% | -20.1% | -0.9% |
| 10Y | +3,004.2% | +195.0% | +2,809.2% | +1,704.4% |
| All | +24,401.0% | +786.4% | +23,614.6% | +6,293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling