+22,131.9%
TSLA vs IBM
+238.8%
+21,893.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -6.0% |
| 7D | +1.5% | -0.3% | +1.8% | +1.7% |
| 30D | +10.1% | +0.3% | +9.8% | +10.1% |
| 3M | -15.4% | -21.6% | +6.2% | -8.6% |
| 6M | -12.8% | -4.7% | -8.1% | -15.8% |
| YTD | -21.3% | -19.1% | -2.2% | -18.8% |
| 1Y | +4.6% | -2.5% | +7.1% | -2.8% |
| 3Y | +44.5% | +74.2% | -29.6% | -2.7% |
| 5Y | +44.8% | +113.1% | -68.3% | -14.3% |
| 10Y | +2,585.4% | +133.5% | +2,451.9% | +1,313.5% |
| All | +22,131.9% | +238.8% | +21,893.1% | +7,577.4% |
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