+2,973.5%
TSLA vs CSGP
+61.5%
+2,912.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.8% |
| 7D | -4.7% | -3.2% | -1.5% | -3.5% |
| 30D | -0.8% | +2.2% | -3.0% | -3.8% |
| 3M | +14.8% | -3.7% | +18.4% | +13.4% |
| 6M | -11.3% | -7.4% | -3.9% | -12.8% |
| YTD | -15.6% | -54.9% | +39.3% | +18.1% |
| 1Y | -14.7% | -54.9% | +40.2% | +18.6% |
| 3Y | +76.9% | -61.9% | +138.9% | +160.1% |
| 5Y | +6.7% | -63.1% | +69.8% | +55.2% |
| 10Y | +2,973.5% | +65.1% | +2,908.3% | +2,068.7% |
| All | +2,973.5% | +61.5% | +2,912.0% | +2,068.7% |
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