+2,737.0%
TSLA vs DIA
+246.0%
+2,491.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.9% |
| 7D | +3.0% | -1.2% | +4.3% | +4.8% |
| 30D | +11.2% | -2.7% | +13.8% | +15.4% |
| 3M | -7.3% | +3.3% | -10.6% | -10.9% |
| 6M | -7.7% | +10.4% | -18.2% | -19.0% |
| YTD | -18.2% | +10.0% | -28.2% | -27.8% |
| 1Y | +6.0% | +16.2% | -10.2% | -12.9% |
| 3Y | +48.0% | +58.7% | -10.7% | -14.8% |
| 5Y | +46.2% | +63.6% | -17.4% | -16.1% |
| 10Y | +2,737.0% | +251.0% | +2,486.0% | +701.9% |
| All | +2,737.0% | +246.0% | +2,491.1% | +701.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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