+1,841.2%
TSLA vs DOW
-15.8%
+1,857.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.0% | -2.9% | -4.8% |
| 7D | +1.5% | -2.4% | +3.9% | +2.4% |
| 30D | +10.1% | +0.4% | +9.7% | +9.6% |
| 3M | -15.4% | -14.4% | -1.0% | -11.1% |
| 6M | -12.8% | -7.0% | -5.8% | -13.8% |
| YTD | -21.3% | +30.2% | -51.5% | -33.4% |
| 1Y | +4.6% | +29.2% | -24.6% | -12.4% |
| 3Y | +44.5% | -36.7% | +81.2% | +61.0% |
| 5Y | +44.8% | -37.7% | +82.5% | +60.3% |
| All | +1,841.2% | -15.8% | +1,857.0% | +1,642.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling