+22,131.9%
TSLA vs IAU
+244.0%
+21,887.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.8% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | +10.1% | +4.4% | +5.7% | +9.3% |
| 3M | -15.4% | -1.1% | -14.3% | -15.2% |
| 6M | -12.8% | -13.7% | +0.9% | -10.8% |
| YTD | -21.3% | +2.7% | -24.0% | -21.8% |
| 1Y | +4.6% | +24.6% | -20.0% | +1.0% |
| 3Y | +44.5% | +126.8% | -82.3% | +26.4% |
| 5Y | +44.8% | +139.5% | -94.7% | +24.6% |
| 10Y | +2,585.4% | +226.3% | +2,359.2% | +2,163.8% |
| All | +22,131.9% | +244.0% | +21,887.9% | +16,080.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling