+41.1%
TSLA vs D
+5.6%
+35.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.9% |
| 7D | +1.5% | +1.5% | +0.1% | +1.4% |
| 30D | +10.1% | -2.6% | +12.7% | +10.3% |
| 3M | -15.4% | 0.0% | -15.4% | -15.5% |
| 6M | -12.8% | +7.4% | -20.1% | -13.6% |
| YTD | -21.3% | +15.9% | -37.1% | -22.8% |
| 1Y | +4.6% | +18.1% | -13.5% | +2.1% |
| 3Y | +44.5% | +58.4% | -13.9% | +32.7% |
| All | +41.1% | +5.6% | +35.5% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling