+2,737.0%
TSLA vs COP
+334.3%
+2,402.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +3.0% | -0.5% | +3.5% | +3.2% |
| 30D | +11.2% | +11.7% | -0.6% | +7.5% |
| 3M | -7.3% | +17.7% | -25.0% | -12.3% |
| 6M | -7.7% | +18.3% | -26.1% | -13.7% |
| YTD | -18.2% | +49.1% | -67.3% | -29.2% |
| 1Y | +6.0% | +53.3% | -47.3% | -9.5% |
| 3Y | +48.0% | +22.2% | +25.9% | +33.6% |
| 5Y | +46.2% | +193.3% | -147.1% | -4.8% |
| 10Y | +2,737.0% | +340.2% | +2,396.8% | +1,443.5% |
| All | +2,737.0% | +334.3% | +2,402.7% | +1,443.5% |
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