+4.6%
TSLA vs IRM
+34.4%
-29.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.6% | -7.6% | -6.3% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | +10.1% | -8.1% | +18.2% | +12.4% |
| 3M | -15.4% | -9.7% | -5.7% | -13.5% |
| 6M | -12.8% | +10.0% | -22.8% | -15.4% |
| YTD | -21.3% | +43.0% | -64.3% | -27.3% |
| 1Y | +4.6% | +32.7% | -28.1% | +3.2% |
| All | +4.6% | +34.4% | -29.8% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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