+46.5%
TSLA vs IBM
+112.8%
-66.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.3% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +12.0% | -1.5% | +13.5% | +12.5% |
| 3M | -10.0% | -16.8% | +6.8% | -7.3% |
| 6M | -7.2% | -9.0% | +1.8% | -8.0% |
| YTD | -18.1% | -20.1% | +1.9% | -15.9% |
| 1Y | +6.3% | -7.0% | +13.3% | +2.5% |
| 3Y | +48.2% | +72.4% | -24.2% | +15.7% |
| 5Y | +46.5% | +112.0% | -65.5% | +3.2% |
| All | +46.5% | +112.8% | -66.3% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling