-7.6%
TSLA vs COO
-41.6%
+34.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +5.0% |
| 7D | -10.4% | +4.7% | -15.1% | -12.3% |
| 30D | -5.2% | +13.9% | -19.1% | -10.8% |
| 3M | +12.1% | -14.9% | +27.1% | +19.2% |
| 6M | -10.2% | +2.0% | -12.2% | -14.0% |
| YTD | -20.3% | -23.9% | +3.6% | -11.0% |
| 1Y | -19.7% | -9.6% | -10.0% | -18.6% |
| 3Y | +63.4% | -25.4% | +88.8% | +73.3% |
| All | -7.6% | -41.6% | +34.0% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling