+46.5%
TSLA vs DIA
+64.1%
-17.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +6.0% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +12.0% | -2.1% | +14.1% | +16.4% |
| 3M | -10.0% | +4.2% | -14.1% | -16.0% |
| 6M | -7.2% | +11.9% | -19.1% | -24.1% |
| YTD | -18.1% | +10.8% | -29.0% | -32.0% |
| 1Y | +6.3% | +17.5% | -11.2% | -20.8% |
| 3Y | +48.2% | +59.9% | -11.8% | -33.0% |
| 5Y | +46.5% | +64.1% | -17.6% | -32.9% |
| All | +46.5% | +64.1% | -17.6% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling