+2,681.1%
TSLA vs FIVE
+563.4%
+2,117.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | -10.4% | -0.3% | -10.1% | -10.4% |
| 30D | -5.2% | +17.7% | -22.8% | -9.9% |
| 3M | +12.1% | +4.0% | +8.1% | +10.0% |
| 6M | -10.2% | +2.6% | -12.8% | -12.4% |
| YTD | -20.3% | +27.6% | -47.9% | -28.1% |
| 1Y | -19.7% | +59.9% | -79.6% | -32.6% |
| 3Y | +63.4% | +35.8% | +27.6% | +33.3% |
| 5Y | -12.1% | +14.4% | -26.5% | -26.8% |
| All | +2,681.1% | +563.4% | +2,117.6% | +1,613.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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