+2,737.0%
TSLA vs CHRW
+170.5%
+2,566.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.0% | +4.1% | -1.0% | +1.9% |
| 30D | +11.2% | +1.9% | +9.3% | +10.4% |
| 3M | -7.3% | -21.2% | +13.9% | -1.5% |
| 6M | -7.7% | -16.7% | +8.9% | -4.2% |
| YTD | -18.2% | -5.4% | -12.8% | -19.2% |
| 1Y | +6.0% | +21.2% | -15.2% | -4.5% |
| 3Y | +48.0% | +86.5% | -38.5% | +10.4% |
| 5Y | +46.2% | +93.0% | -46.9% | +6.0% |
| 10Y | +2,737.0% | +174.5% | +2,562.5% | +1,833.9% |
| All | +2,737.0% | +170.5% | +2,566.5% | +1,833.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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