+2,664.3%
TSLA vs ITW
+194.8%
+2,469.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.2% |
| 7D | +3.2% | -0.7% | +3.9% | +3.7% |
| 30D | +11.6% | -8.3% | +19.9% | +18.0% |
| 3M | -8.4% | +6.0% | -14.5% | -12.7% |
| 6M | -10.4% | 0.0% | -10.4% | -11.6% |
| YTD | -18.7% | +10.2% | -29.0% | -25.5% |
| 1Y | -0.9% | +3.2% | -4.1% | -5.5% |
| 3Y | +33.6% | +21.0% | +12.6% | +15.4% |
| 5Y | +48.9% | +37.9% | +11.0% | +17.4% |
| All | +2,664.3% | +194.8% | +2,469.5% | +1,375.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling