+10.3%
TSLA vs COMP
-14.2%
+24.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.3% |
| 7D | +1.5% | +2.2% | -0.7% | +1.0% |
| 30D | +3.4% | +16.3% | -12.9% | -0.5% |
| 3M | +17.4% | -19.1% | +36.6% | +22.2% |
| 6M | -12.2% | +17.1% | -29.3% | -16.6% |
| YTD | -13.1% | -2.9% | -10.2% | -15.8% |
| 1Y | -11.1% | +8.8% | -19.9% | -16.2% |
| 3Y | +82.1% | +423.5% | -341.4% | +6.4% |
| 5Y | +10.3% | -10.5% | +20.7% | -2.0% |
| All | +10.3% | -14.2% | +24.5% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling