+10.8%
TSLA vs GLW
+241.2%
-230.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.3% | -3.7% | +1.6% |
| 7D | -6.4% | -5.9% | -0.5% | -4.0% |
| 30D | -1.2% | -26.0% | +24.8% | +11.7% |
| 3M | +15.1% | -29.9% | +44.9% | +30.2% |
| 6M | -11.7% | -37.8% | +26.0% | +0.2% |
| YTD | -15.9% | +33.1% | -49.1% | -44.3% |
| 1Y | -12.0% | +36.8% | -48.8% | -43.5% |
| 3Y | +80.0% | +356.1% | -276.0% | -55.1% |
| 5Y | +10.8% | +243.8% | -233.0% | -66.0% |
| All | +10.8% | +241.2% | -230.4% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 5y: compounded portfolio wealth divided by compounded GLW 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…
5y analysis · Full analysis span regression · 6 months rolling