+1,702.1%
TSLA vs IR
+332.9%
+1,369.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +8.9% | +2.5% | +6.4% | +7.6% |
| 30D | +6.3% | +9.2% | -2.9% | +1.7% |
| 3M | +14.8% | +0.9% | +13.8% | +14.0% |
| 6M | -12.4% | +19.2% | -31.6% | -20.4% |
| YTD | -13.2% | +7.5% | -20.7% | -18.6% |
| 1Y | -2.9% | +11.7% | -14.7% | -11.2% |
| 3Y | +74.4% | +23.9% | +50.5% | +53.1% |
| 5Y | +13.3% | +46.4% | -33.1% | -9.3% |
| All | +1,702.1% | +332.9% | +1,369.2% | +915.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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