+22,131.9%
TSLA vs IT
+669.7%
+21,462.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.3% | -3.9% |
| 7D | +1.5% | -6.0% | +7.6% | +4.4% |
| 30D | +10.1% | 0.0% | +10.1% | +10.0% |
| 3M | -15.4% | +13.1% | -28.5% | -22.7% |
| 6M | -12.8% | +11.7% | -24.5% | -21.9% |
| YTD | -21.3% | -26.1% | +4.8% | -14.8% |
| 1Y | +4.6% | -21.3% | +25.8% | +8.5% |
| 3Y | +44.5% | -46.7% | +91.3% | +78.3% |
| 5Y | +44.8% | -40.5% | +85.3% | +66.6% |
| 10Y | +2,585.4% | +103.9% | +2,481.5% | +1,304.4% |
| All | +22,131.9% | +669.7% | +21,462.2% | +6,047.4% |
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