+3,185.6%
TSLA vs DD
+98.3%
+3,087.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | +15.6% | +6.7% | +8.9% | +12.0% |
| 30D | +5.9% | +19.4% | -13.5% | -3.0% |
| 3M | +21.4% | +7.6% | +13.7% | +16.7% |
| 6M | -8.3% | +2.9% | -11.2% | -9.8% |
| YTD | -11.6% | +29.9% | -41.5% | -23.2% |
| 1Y | -7.7% | +28.6% | -36.3% | -19.6% |
| 3Y | +85.2% | +90.0% | -4.8% | +30.5% |
| 5Y | +15.4% | +68.1% | -52.8% | -15.2% |
| All | +3,185.6% | +98.3% | +3,087.3% | +1,926.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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