+23,015.9%
TSLA vs DVA
+470.0%
+22,546.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.6% |
| 7D | +3.4% | +2.2% | +1.2% | +2.7% |
| 30D | +12.0% | -2.0% | +14.1% | +12.5% |
| 3M | -10.0% | -6.3% | -3.7% | -9.3% |
| 6M | -7.2% | +19.4% | -26.6% | -13.7% |
| YTD | -18.1% | +58.5% | -76.6% | -31.0% |
| 1Y | +6.3% | +33.9% | -27.6% | -5.9% |
| 3Y | +48.2% | +88.4% | -40.3% | +12.1% |
| 5Y | +46.5% | +39.5% | +7.0% | +18.3% |
| 10Y | +2,698.1% | +179.5% | +2,518.7% | +1,449.8% |
| All | +23,015.9% | +470.0% | +22,546.0% | +8,436.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DVA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling