+2,664.3%
TSLA vs GOOG
+796.9%
+1,867.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GOOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.7% |
| 7D | +3.2% | 0.0% | +3.2% | +3.1% |
| 30D | +11.6% | -2.0% | +13.5% | +13.2% |
| 3M | -8.4% | -5.9% | -2.6% | -4.5% |
| 6M | -10.4% | +8.9% | -19.3% | -17.8% |
| YTD | -18.7% | +7.1% | -25.8% | -24.8% |
| 1Y | -0.9% | +39.7% | -40.6% | -26.3% |
| 3Y | +33.6% | +145.8% | -112.3% | -37.8% |
| 5Y | +48.9% | +138.6% | -89.7% | -29.9% |
| All | +2,664.3% | +796.9% | +1,867.4% | +395.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GOOG.
Daily Out/Under-Performance
Portfolio return minus GOOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GOOG 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 GOOG 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