-7.6%
TSLA vs IR
+44.3%
-51.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.3% |
| 7D | -10.4% | +3.7% | -14.1% | -12.3% |
| 30D | -5.2% | +7.4% | -12.6% | -9.4% |
| 3M | +12.1% | -5.9% | +18.0% | +16.1% |
| 6M | -10.2% | +5.6% | -15.7% | -14.5% |
| YTD | -20.3% | +4.8% | -25.2% | -26.3% |
| 1Y | -19.7% | +6.9% | -26.6% | -27.2% |
| 3Y | +63.4% | +27.6% | +35.8% | +28.2% |
| All | -7.6% | +44.3% | -51.9% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling