+18,690.7%
TSLA vs INDA
+121.8%
+18,568.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +8.9% | +1.1% | +7.8% | +8.2% |
| 30D | +6.3% | +9.4% | -3.1% | 0.0% |
| 3M | +14.8% | +2.9% | +11.8% | +12.4% |
| 6M | -12.4% | +7.2% | -19.6% | -16.2% |
| YTD | -13.2% | -4.8% | -8.4% | -10.5% |
| 1Y | -2.9% | -5.1% | +2.1% | +0.3% |
| 3Y | +74.4% | +16.7% | +57.8% | +60.0% |
| 5Y | +13.3% | +8.8% | +4.5% | +9.9% |
| 10Y | +3,004.2% | +116.2% | +2,888.0% | +2,017.2% |
| All | +18,690.7% | +121.8% | +18,568.9% | +13,053.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling