+24,401.0%
TSLA vs IT
+693.4%
+23,707.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | +8.9% | +1.1% | +7.9% | +8.4% |
| 30D | +6.3% | -1.8% | +8.1% | +5.9% |
| 3M | +14.8% | +4.8% | +10.0% | +9.8% |
| 6M | -12.4% | +33.0% | -45.4% | -28.5% |
| YTD | -13.2% | -23.8% | +10.6% | -9.5% |
| 1Y | -2.9% | -16.5% | +13.6% | -3.8% |
| 3Y | +74.4% | -53.6% | +128.1% | +129.8% |
| 5Y | +13.3% | -42.1% | +55.4% | +30.4% |
| 10Y | +3,004.2% | +90.1% | +2,914.1% | +1,566.9% |
| All | +24,401.0% | +693.4% | +23,707.7% | +6,429.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling