+2,698.1%
TSLA vs D
+35.9%
+2,662.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | +3.4% | +0.8% | +2.6% | +3.3% |
| 30D | +12.0% | -0.7% | +12.8% | +12.2% |
| 3M | -10.0% | +2.1% | -12.1% | -10.4% |
| 6M | -7.2% | +6.8% | -14.0% | -8.4% |
| YTD | -18.1% | +16.5% | -34.7% | -20.4% |
| 1Y | +6.3% | +19.2% | -12.9% | +2.8% |
| 3Y | +48.2% | +61.9% | -13.7% | +34.0% |
| 5Y | +46.5% | +6.5% | +40.0% | +43.0% |
| 10Y | +2,698.1% | +35.3% | +2,662.9% | +2,523.0% |
| All | +2,698.1% | +35.9% | +2,662.3% | +2,523.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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