+2,698.1%
TSLA vs CMS
+117.1%
+2,581.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +3.4% | +1.2% | +2.2% | +3.2% |
| 30D | +12.0% | -3.2% | +15.2% | +12.6% |
| 3M | -10.0% | -2.2% | -7.8% | -10.0% |
| 6M | -7.2% | -9.4% | +2.2% | -6.0% |
| YTD | -18.1% | +0.7% | -18.8% | -18.8% |
| 1Y | +6.3% | +0.4% | +5.9% | +5.3% |
| 3Y | +48.2% | +35.2% | +13.0% | +35.5% |
| 5Y | +46.5% | +24.1% | +22.4% | +35.3% |
| 10Y | +2,698.1% | +115.8% | +2,582.3% | +2,208.9% |
| All | +2,698.1% | +117.1% | +2,581.0% | +2,208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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