+22,131.9%
TSLA vs CHD
+670.9%
+21,461.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | -2.7% | +4.2% | +2.2% |
| 30D | +10.1% | -4.6% | +14.7% | +11.3% |
| 3M | -15.4% | +5.0% | -20.4% | -16.8% |
| 6M | -12.8% | -3.2% | -9.6% | -12.6% |
| YTD | -21.3% | +18.6% | -39.9% | -25.5% |
| 1Y | +4.6% | +4.8% | -0.2% | +2.1% |
| 3Y | +44.5% | +6.1% | +38.4% | +38.0% |
| 5Y | +44.8% | +24.0% | +20.8% | +27.8% |
| 10Y | +2,585.4% | +124.5% | +2,461.0% | +1,642.8% |
| All | +22,131.9% | +670.9% | +21,461.0% | +5,906.7% |
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