+23,745.5%
TSLA vs IBM
+255.1%
+23,490.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | -4.7% | -1.5% | -3.2% | -4.0% |
| 30D | -0.8% | +8.4% | -9.2% | -4.0% |
| 3M | +14.8% | +4.2% | +10.6% | +12.6% |
| 6M | -11.3% | +7.9% | -19.3% | -19.1% |
| YTD | -15.6% | -15.2% | -0.4% | -14.8% |
| 1Y | -14.7% | -18.7% | +4.0% | -12.2% |
| 3Y | +76.9% | +79.2% | -2.3% | +17.7% |
| 5Y | +6.7% | +144.7% | -138.0% | -40.9% |
| 10Y | +2,973.5% | +141.6% | +2,831.9% | +1,499.1% |
| All | +23,745.5% | +255.1% | +23,490.4% | +7,951.6% |
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