-19.1%
TSLA vs IRE
-97.2%
+78.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +39.6% | -35.4% | +0.8% |
| 7D | -10.4% | -27.2% | +16.8% | -9.3% |
| 30D | -5.2% | -75.1% | +69.9% | +3.6% |
| 3M | +12.1% | -77.9% | +90.0% | +21.9% |
| 6M | -10.2% | -94.6% | +84.4% | +4.2% |
| YTD | -20.3% | -91.5% | +71.2% | -16.0% |
| 1Y | -19.7% | -97.8% | +78.2% | -5.5% |
| All | -19.1% | -97.2% | +78.2% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling