+46.5%
TSLA vs IRM
+192.5%
-146.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.6% | +4.3% |
| 7D | +3.4% | +1.6% | +1.8% | +2.5% |
| 30D | +12.0% | -4.2% | +16.2% | +14.1% |
| 3M | -10.0% | -5.4% | -4.6% | -8.2% |
| 6M | -7.2% | +12.0% | -19.2% | -13.6% |
| YTD | -18.1% | +42.0% | -60.2% | -33.2% |
| 1Y | +6.3% | +29.9% | -23.6% | -10.0% |
| 3Y | +48.2% | +104.4% | -56.2% | -10.3% |
| 5Y | +46.5% | +191.0% | -144.5% | -27.8% |
| All | +46.5% | +192.5% | -146.0% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling