+3,185.6%
TSLA vs IBM
+140.2%
+3,045.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.2% |
| 7D | +15.6% | -0.3% | +15.9% | +15.8% |
| 30D | +5.9% | +6.8% | -0.8% | +3.6% |
| 3M | +21.4% | +4.4% | +17.0% | +19.3% |
| 6M | -8.3% | +13.2% | -21.5% | -16.9% |
| YTD | -11.6% | -15.1% | +3.5% | -10.7% |
| 1Y | -7.7% | -20.2% | +12.5% | -4.2% |
| 3Y | +85.2% | +79.3% | +5.9% | +29.9% |
| 5Y | +15.4% | +147.5% | -132.1% | -31.5% |
| All | +3,185.6% | +140.2% | +3,045.4% | +1,627.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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