+3,009.1%
TSLA vs DIA
+238.0%
+2,771.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.2% |
| 7D | +1.5% | -1.6% | +3.1% | +4.2% |
| 30D | +3.4% | +1.3% | +2.1% | +1.7% |
| 3M | +17.4% | -2.1% | +19.5% | +21.1% |
| 6M | -12.2% | +6.2% | -18.4% | -18.6% |
| YTD | -13.1% | +10.3% | -23.4% | -23.6% |
| 1Y | -11.1% | +11.0% | -22.1% | -22.4% |
| 3Y | +82.1% | +60.4% | +21.7% | +3.0% |
| 5Y | +10.3% | +59.1% | -48.8% | -34.9% |
| 10Y | +3,009.1% | +237.1% | +2,772.1% | +663.5% |
| All | +3,009.1% | +238.0% | +2,771.2% | +663.5% |
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