-14.6%
TSLA vs IRE
-97.3%
+82.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +5.8% |
| 7D | -6.4% | -15.5% | +9.1% | -6.2% |
| 30D | -1.2% | -70.4% | +69.2% | +6.5% |
| 3M | +15.1% | -81.6% | +96.7% | +27.1% |
| 6M | -11.7% | -94.7% | +83.0% | +2.8% |
| YTD | -15.9% | -91.8% | +75.8% | -11.2% |
| 1Y | -12.0% | -97.6% | +85.6% | +2.2% |
| All | -14.6% | -97.3% | +82.7% | -4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling