+46.5%
TSLA vs IAU
+139.7%
-93.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.3% |
| 7D | +3.4% | +0.7% | +2.7% | +3.3% |
| 30D | +12.0% | +0.3% | +11.7% | +12.0% |
| 3M | -10.0% | +0.7% | -10.7% | -10.1% |
| 6M | -7.2% | -15.5% | +8.3% | -5.9% |
| YTD | -18.1% | +1.0% | -19.1% | -18.1% |
| 1Y | +6.3% | +19.6% | -13.3% | +5.7% |
| 3Y | +48.2% | +125.4% | -77.3% | +43.1% |
| 5Y | +46.5% | +140.7% | -94.2% | +34.7% |
| All | +46.5% | +139.7% | -93.2% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling