+46.2%
TSLA vs INDA
+5.9%
+40.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +1.0% |
| 7D | +3.0% | -2.6% | +5.6% | +6.4% |
| 30D | +11.2% | -2.9% | +14.1% | +15.3% |
| 3M | -7.3% | +2.4% | -9.7% | -9.9% |
| 6M | -7.7% | -2.6% | -5.1% | -4.7% |
| YTD | -18.2% | -10.0% | -8.3% | -6.7% |
| 1Y | +6.0% | -7.7% | +13.7% | +16.9% |
| 3Y | +48.0% | +8.9% | +39.1% | +28.4% |
| 5Y | +46.2% | +6.0% | +40.2% | +27.9% |
| All | +46.2% | +5.9% | +40.3% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling