+1,653.9%
TSLA vs IR
+336.9%
+1,317.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.0% |
| 7D | -4.7% | +1.5% | -6.2% | -5.2% |
| 30D | -0.8% | +9.0% | -9.8% | -4.9% |
| 3M | +14.8% | -0.9% | +15.6% | +15.0% |
| 6M | -11.3% | +13.4% | -24.7% | -17.5% |
| YTD | -15.6% | +8.5% | -24.0% | -21.2% |
| 1Y | -14.7% | +11.3% | -26.0% | -21.7% |
| 3Y | +76.9% | +26.0% | +50.9% | +54.0% |
| 5Y | +6.7% | +47.9% | -41.2% | -15.0% |
| All | +1,653.9% | +336.9% | +1,317.0% | +884.3% |
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