+10.8%
TSLA vs IBM
+139.9%
-129.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.1% | +5.4% |
| 7D | -6.4% | -2.5% | -3.8% | -5.7% |
| 30D | -1.2% | +8.4% | -9.6% | -3.1% |
| 3M | +15.1% | +4.5% | +10.6% | +13.7% |
| 6M | -11.7% | +7.9% | -19.6% | -17.2% |
| YTD | -15.9% | -15.2% | -0.7% | -14.9% |
| 1Y | -12.0% | -17.6% | +5.6% | -9.9% |
| 3Y | +80.0% | +82.1% | -2.0% | +33.7% |
| 5Y | +10.8% | +143.3% | -132.5% | -25.9% |
| All | +10.8% | +139.9% | -129.1% | -25.9% |
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