+2,650.1%
TSLA vs COO
+17.5%
+2,632.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.7% | +13.5% | +6.3% |
| 7D | -3.4% | -23.3% | +19.9% | +9.6% |
| 30D | +9.2% | -29.5% | +38.7% | +29.4% |
| 3M | -4.7% | -20.0% | +15.2% | +4.9% |
| 6M | -8.9% | -27.2% | +18.3% | +4.7% |
| YTD | -19.2% | -33.9% | +14.7% | -2.0% |
| 1Y | +4.5% | -19.9% | +24.5% | +12.5% |
| 3Y | +46.3% | -38.1% | +84.4% | +74.6% |
| 5Y | +48.1% | -52.0% | +100.1% | +102.7% |
| All | +2,650.1% | +17.5% | +2,632.5% | +2,246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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