-20.0%
TSLA vs IRE
-84.4%
+64.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +14.0% | -19.9% | -7.0% |
| 7D | +1.5% | +54.8% | -53.3% | -2.2% |
| 30D | +10.1% | +18.4% | -8.3% | +7.4% |
| 3M | -15.4% | -66.7% | +51.4% | -11.6% |
| 6M | -12.8% | -52.3% | +39.5% | -14.6% |
| YTD | -21.3% | -52.3% | +31.0% | -25.8% |
| All | -20.0% | -84.4% | +64.4% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling