+3,009.1%
TSLA vs D
+47.5%
+2,961.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +1.5% | -2.4% | +3.9% | +1.8% |
| 30D | +3.4% | +9.0% | -5.6% | +2.1% |
| 3M | +17.4% | +1.0% | +16.5% | +17.2% |
| 6M | -12.2% | +11.0% | -23.2% | -13.7% |
| YTD | -13.1% | +19.8% | -32.9% | -15.8% |
| 1Y | -11.1% | +16.0% | -27.1% | -13.4% |
| 3Y | +82.1% | +74.4% | +7.7% | +63.3% |
| 5Y | +10.3% | +13.5% | -3.3% | +6.6% |
| 10Y | +3,009.1% | +48.4% | +2,960.8% | +2,807.3% |
| All | +3,009.1% | +47.5% | +2,961.7% | +2,807.3% |
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