+1,600.2%
TSLA vs IR
+282.2%
+1,318.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.8% |
| 7D | +3.4% | +0.6% | +2.8% | +3.0% |
| 30D | +12.0% | -13.6% | +25.7% | +20.3% |
| 3M | -10.0% | +3.7% | -13.7% | -12.3% |
| 6M | -7.2% | -13.1% | +5.9% | -2.1% |
| YTD | -18.1% | -5.1% | -13.0% | -18.2% |
| 1Y | +6.3% | -6.5% | +12.7% | +6.3% |
| 3Y | +48.2% | +8.5% | +39.6% | +38.8% |
| 5Y | +46.5% | +43.3% | +3.2% | +19.4% |
| All | +1,600.2% | +282.2% | +1,318.0% | +920.8% |
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