+2,682.2%
TSLA vs IRM
+441.0%
+2,241.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +3.0% | +3.0% | 0.0% | +1.6% |
| 30D | +11.2% | -5.2% | +16.4% | +13.6% |
| 3M | -7.3% | -8.0% | +0.8% | -4.2% |
| 6M | -7.7% | +9.2% | -16.9% | -12.4% |
| YTD | -18.2% | +41.0% | -59.2% | -31.4% |
| 1Y | +6.0% | +23.3% | -17.2% | -6.0% |
| 3Y | +48.0% | +102.8% | -54.8% | +0.6% |
| 5Y | +46.2% | +192.8% | -146.6% | -16.5% |
| All | +2,682.2% | +441.0% | +2,241.2% | +1,070.4% |
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