+2,737.0%
TSLA vs IAU
+221.5%
+2,515.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +3.0% | +0.2% | +2.9% | +3.0% |
| 30D | +11.2% | +0.2% | +10.9% | +11.1% |
| 3M | -7.3% | +3.3% | -10.6% | -8.0% |
| 6M | -7.7% | -14.6% | +6.8% | -4.8% |
| YTD | -18.2% | +1.9% | -20.1% | -19.0% |
| 1Y | +6.0% | +20.9% | -14.9% | +1.4% |
| 3Y | +48.0% | +127.5% | -79.5% | +20.6% |
| 5Y | +46.2% | +141.9% | -95.7% | +14.8% |
| 10Y | +2,737.0% | +222.8% | +2,514.3% | +2,239.8% |
| All | +2,737.0% | +221.5% | +2,515.5% | +2,239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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