+3,185.6%
TSLA vs IRM
+524.5%
+2,661.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.8% |
| 7D | +15.6% | +8.6% | +7.0% | +11.4% |
| 30D | +5.9% | 0.0% | +5.9% | +6.1% |
| 3M | +21.4% | -7.1% | +28.5% | +25.4% |
| 6M | -8.3% | -7.9% | -0.4% | -5.2% |
| YTD | -11.6% | +41.3% | -52.9% | -25.9% |
| 1Y | -7.7% | +20.7% | -28.4% | -16.9% |
| 3Y | +85.2% | +112.2% | -27.0% | +23.2% |
| 5Y | +15.4% | +191.2% | -175.8% | -33.9% |
| All | +3,185.6% | +524.5% | +2,661.1% | +1,241.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling