+3,009.1%
TSLA vs GE
+160.4%
+2,848.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.4% |
| 7D | +1.5% | +4.0% | -2.6% | +0.1% |
| 30D | +3.4% | +11.1% | -7.7% | -0.7% |
| 3M | +17.4% | -6.7% | +24.2% | +20.1% |
| 6M | -12.2% | +14.3% | -26.4% | -17.4% |
| YTD | -13.1% | +11.7% | -24.8% | -18.3% |
| 1Y | -11.1% | +10.9% | -22.0% | -16.2% |
| 3Y | +82.1% | +279.0% | -196.9% | +9.2% |
| 5Y | +10.3% | +427.0% | -416.7% | -42.0% |
| 10Y | +3,009.1% | +158.6% | +2,850.6% | +1,529.6% |
| All | +3,009.1% | +160.4% | +2,848.7% | +1,529.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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