+2,664.3%
TSLA vs COST
+611.6%
+2,052.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.3% |
| 7D | +3.2% | -1.2% | +4.4% | +4.1% |
| 30D | +11.6% | -4.7% | +16.3% | +15.3% |
| 3M | -8.4% | -7.1% | -1.3% | -4.5% |
| 6M | -10.4% | -8.5% | -1.9% | -6.5% |
| YTD | -18.7% | +5.4% | -24.1% | -24.6% |
| 1Y | -0.9% | -5.6% | +4.7% | -0.6% |
| 3Y | +33.6% | +68.5% | -34.9% | -13.0% |
| 5Y | +48.9% | +105.2% | -56.3% | -15.1% |
| All | +2,664.3% | +611.6% | +2,052.6% | +865.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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