+3,009.1%
TSLA vs CSGP
+65.4%
+2,943.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +1.5% | -7.1% | +8.6% | +4.8% |
| 30D | +3.4% | +3.6% | -0.2% | -0.4% |
| 3M | +17.4% | -2.7% | +20.2% | +15.5% |
| 6M | -12.2% | -8.0% | -4.1% | -13.3% |
| YTD | -13.1% | -55.0% | +41.9% | +21.6% |
| 1Y | -11.1% | -55.8% | +44.7% | +25.0% |
| 3Y | +82.1% | -62.0% | +144.1% | +167.9% |
| 5Y | +10.3% | -62.9% | +73.2% | +59.9% |
| 10Y | +3,009.1% | +62.6% | +2,946.5% | +2,114.9% |
| All | +3,009.1% | +65.4% | +2,943.7% | +2,114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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