+2,698.1%
TSLA vs CL
+51.8%
+2,646.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.0% |
| 7D | +3.4% | -1.4% | +4.8% | +3.6% |
| 30D | +12.0% | -5.2% | +17.3% | +13.0% |
| 3M | -10.0% | +3.3% | -13.3% | -10.8% |
| 6M | -7.2% | -4.4% | -2.8% | -6.8% |
| YTD | -18.1% | +13.9% | -32.1% | -20.7% |
| 1Y | +6.3% | +7.6% | -1.4% | +4.0% |
| 3Y | +48.2% | +29.6% | +18.6% | +34.3% |
| 5Y | +46.5% | +28.1% | +18.5% | +30.7% |
| 10Y | +2,698.1% | +53.4% | +2,644.8% | +2,239.3% |
| All | +2,698.1% | +51.8% | +2,646.3% | +2,239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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