+1,903.5%
TSLA vs DOW
-17.0%
+1,920.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.3% |
| 7D | +3.2% | -1.4% | +4.6% | +3.7% |
| 30D | +11.6% | -3.9% | +15.5% | +13.0% |
| 3M | -8.4% | -12.7% | +4.2% | -4.6% |
| 6M | -10.4% | -13.7% | +3.3% | -8.5% |
| YTD | -18.7% | +28.4% | -47.1% | -30.9% |
| 1Y | -0.9% | +21.8% | -22.7% | -14.9% |
| 3Y | +33.6% | -35.7% | +69.3% | +47.8% |
| 5Y | +48.9% | -36.8% | +85.7% | +63.8% |
| All | +1,903.5% | -17.0% | +1,920.5% | +1,707.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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