+2,664.3%
TSLA vs INDA
+84.7%
+2,579.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | -0.3% |
| 7D | +3.2% | -2.7% | +5.9% | +5.4% |
| 30D | +11.6% | -2.8% | +14.3% | +14.1% |
| 3M | -8.4% | +1.6% | -10.1% | -9.5% |
| 6M | -10.4% | -1.4% | -9.0% | -9.2% |
| YTD | -18.7% | -10.1% | -8.6% | -11.6% |
| 1Y | -0.9% | -8.8% | +7.9% | +6.6% |
| 3Y | +33.6% | +7.6% | +26.0% | +28.0% |
| 5Y | +48.9% | +5.8% | +43.1% | +46.4% |
| All | +2,664.3% | +84.7% | +2,579.6% | +1,888.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling