+3,185.6%
TSLA vs D
+47.7%
+3,137.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +15.6% | -3.1% | +18.7% | +16.1% |
| 30D | +5.9% | +8.4% | -2.4% | +4.7% |
| 3M | +21.4% | +0.2% | +21.1% | +21.2% |
| 6M | -8.3% | +9.5% | -17.8% | -9.8% |
| YTD | -11.6% | +18.8% | -30.4% | -14.3% |
| 1Y | -7.7% | +14.7% | -22.4% | -10.0% |
| 3Y | +85.2% | +72.9% | +12.2% | +66.3% |
| 5Y | +15.4% | +13.1% | +2.3% | +11.6% |
| All | +3,185.6% | +47.7% | +3,137.9% | +3,021.5% |
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