+2,664.3%
TSLA vs GRMN
+677.8%
+1,986.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -2.0% |
| 7D | +3.2% | +2.4% | +0.8% | +1.7% |
| 30D | +11.6% | -8.5% | +20.0% | +17.5% |
| 3M | -8.4% | +19.5% | -27.9% | -19.3% |
| 6M | -10.4% | +21.2% | -31.6% | -22.0% |
| YTD | -18.7% | +41.0% | -59.8% | -36.5% |
| 1Y | -0.9% | +19.6% | -20.5% | -14.6% |
| 3Y | +33.6% | +183.8% | -150.2% | -38.6% |
| 5Y | +48.9% | +83.0% | -34.1% | -10.5% |
| All | +2,664.3% | +677.8% | +1,986.5% | +744.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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