+23,636.9%
TSLA vs IBM
+254.9%
+23,382.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.1% | +5.3% |
| 7D | -6.4% | -2.5% | -3.8% | -5.3% |
| 30D | -1.2% | +8.4% | -9.6% | -4.5% |
| 3M | +15.1% | +4.5% | +10.6% | +12.7% |
| 6M | -11.7% | +7.9% | -19.6% | -19.5% |
| YTD | -15.9% | -15.2% | -0.7% | -15.2% |
| 1Y | -12.0% | -17.6% | +5.6% | -10.0% |
| 3Y | +80.0% | +82.1% | -2.0% | +18.7% |
| 5Y | +10.8% | +143.3% | -132.5% | -38.4% |
| 10Y | +2,883.7% | +149.9% | +2,733.7% | +1,417.1% |
| All | +23,636.9% | +254.9% | +23,382.0% | +7,916.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling