+2,973.5%
TSLA vs COP
+302.1%
+2,671.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.2% |
| 7D | -4.7% | -6.1% | +1.4% | -2.9% |
| 30D | -0.8% | +1.1% | -1.9% | -1.3% |
| 3M | +14.8% | +10.9% | +3.8% | +10.7% |
| 6M | -11.3% | +20.8% | -32.1% | -17.4% |
| YTD | -15.6% | +48.0% | -63.6% | -27.3% |
| 1Y | -14.7% | +58.5% | -73.2% | -28.4% |
| 3Y | +76.9% | +28.1% | +48.8% | +57.1% |
| 5Y | +6.7% | +120.5% | -113.8% | -24.0% |
| 10Y | +2,973.5% | +310.1% | +2,663.3% | +1,565.9% |
| All | +2,973.5% | +302.1% | +2,671.3% | +1,565.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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