+6.7%
TSLA vs IRM
+181.9%
-175.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -4.7% | -5.1% | +0.4% | -1.9% |
| 30D | -0.8% | -3.3% | +2.5% | +1.1% |
| 3M | +14.8% | -8.2% | +22.9% | +19.6% |
| 6M | -11.3% | -12.8% | +1.4% | -5.5% |
| YTD | -15.6% | +36.6% | -52.2% | -29.9% |
| 1Y | -14.7% | +11.9% | -26.6% | -21.2% |
| 3Y | +76.9% | +105.1% | -28.2% | +4.6% |
| 5Y | +6.7% | +182.4% | -175.7% | -49.1% |
| All | +6.7% | +181.9% | -175.2% | -49.1% |
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