+3,125.8%
TSLA vs COP
+342.2%
+2,783.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.3% |
| 7D | +8.9% | +4.4% | +4.5% | +7.6% |
| 30D | +6.3% | 0.0% | +6.3% | +6.1% |
| 3M | +14.8% | +15.0% | -0.2% | +9.6% |
| 6M | -12.4% | +22.0% | -34.4% | -18.5% |
| YTD | -13.2% | +55.3% | -68.6% | -26.3% |
| 1Y | -2.9% | +64.1% | -67.1% | -19.3% |
| 3Y | +74.4% | +34.1% | +40.4% | +52.9% |
| 5Y | +13.3% | +133.4% | -120.1% | -20.7% |
| All | +3,125.8% | +342.2% | +2,783.6% | +1,610.6% |
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