+2,403.0%
TSLA vs DT
+75.7%
+2,327.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +8.9% | +3.1% | +5.8% | +7.4% |
| 30D | +6.3% | -29.5% | +35.8% | +24.1% |
| 3M | +14.8% | -11.7% | +26.5% | +20.2% |
| 6M | -12.4% | +29.0% | -41.4% | -24.7% |
| YTD | -13.2% | +3.4% | -16.6% | -18.7% |
| 1Y | -2.9% | -4.2% | +1.3% | -5.8% |
| 3Y | +74.4% | -12.8% | +87.3% | +72.3% |
| 5Y | +13.3% | -39.6% | +52.9% | +26.0% |
| All | +2,403.0% | +75.7% | +2,327.3% | +1,538.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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