+2,664.3%
TSLA vs DLTR
+45.3%
+2,619.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.2% | -10.1% | +13.3% | +5.7% |
| 30D | +11.6% | -8.1% | +19.7% | +13.5% |
| 3M | -8.4% | +2.9% | -11.3% | -9.6% |
| 6M | -10.4% | +4.3% | -14.7% | -12.5% |
| YTD | -18.7% | -3.9% | -14.8% | -19.3% |
| 1Y | -0.9% | +18.9% | -19.8% | -7.2% |
| 3Y | +33.6% | +1.9% | +31.7% | +26.1% |
| 5Y | +48.9% | +31.0% | +17.9% | +25.6% |
| All | +2,664.3% | +45.3% | +2,619.0% | +2,074.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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