+24,440.0%
TSLA vs IT
+696.9%
+23,743.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.8% | +2.0% |
| 7D | +1.5% | -6.8% | +8.3% | +4.6% |
| 30D | +3.4% | -0.6% | +4.0% | +2.5% |
| 3M | +17.4% | +3.1% | +14.4% | +13.2% |
| 6M | -12.2% | +25.5% | -37.7% | -26.4% |
| YTD | -13.1% | -23.5% | +10.4% | -9.5% |
| 1Y | -11.1% | -16.6% | +5.5% | -11.8% |
| 3Y | +82.1% | -53.1% | +135.2% | +138.6% |
| 5Y | +10.3% | -41.4% | +51.7% | +26.3% |
| 10Y | +3,009.1% | +90.9% | +2,918.2% | +1,566.8% |
| All | +24,440.0% | +696.9% | +23,743.1% | +6,429.5% |
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