+48.1%
TSLA vs IT
-46.1%
+94.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -3.4% | -12.7% | +9.3% | +1.0% |
| 30D | +9.2% | -8.9% | +18.1% | +12.4% |
| 3M | -4.7% | +10.1% | -14.9% | -10.3% |
| 6M | -8.9% | +7.3% | -16.2% | -15.3% |
| YTD | -19.2% | -32.4% | +13.2% | -6.8% |
| 1Y | +4.5% | -26.6% | +31.2% | +14.2% |
| 3Y | +46.3% | -51.8% | +98.1% | +97.9% |
| 5Y | +48.1% | -45.6% | +93.7% | +65.8% |
| All | +48.1% | -46.1% | +94.2% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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