+3,125.8%
TSLA vs IRM
+520.0%
+2,605.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +8.9% | +6.8% | +2.1% | +5.7% |
| 30D | +6.3% | +2.6% | +3.7% | +5.3% |
| 3M | +14.8% | -9.5% | +24.3% | +20.0% |
| 6M | -12.4% | -8.5% | -3.9% | -9.1% |
| YTD | -13.2% | +40.3% | -53.5% | -27.0% |
| 1Y | -2.9% | +28.7% | -31.6% | -15.3% |
| 3Y | +74.4% | +111.8% | -37.4% | +16.2% |
| 5Y | +13.3% | +189.1% | -175.8% | -34.9% |
| All | +3,125.8% | +520.0% | +2,605.9% | +1,222.0% |
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