+2,883.7%
TSLA vs CL
+76.2%
+2,807.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.3% |
| 7D | -6.4% | +0.5% | -6.9% | -6.5% |
| 30D | -1.2% | +11.6% | -12.8% | -2.9% |
| 3M | +15.1% | +5.6% | +9.4% | +14.0% |
| 6M | -11.7% | +13.2% | -24.9% | -13.8% |
| YTD | -15.9% | +26.9% | -42.9% | -19.9% |
| 1Y | -12.0% | +27.3% | -39.3% | -16.3% |
| 3Y | +80.0% | +39.7% | +40.3% | +62.3% |
| 5Y | +10.8% | +41.3% | -30.5% | -2.3% |
| 10Y | +2,883.7% | +76.3% | +2,807.4% | +2,378.1% |
| All | +2,883.7% | +76.2% | +2,807.5% | +2,378.1% |
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