+23,015.9%
TSLA vs ITW
+825.0%
+22,190.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.3% |
| 7D | +3.4% | -0.4% | +3.8% | +3.7% |
| 30D | +12.0% | -9.4% | +21.5% | +20.0% |
| 3M | -10.0% | +7.1% | -17.1% | -15.0% |
| 6M | -7.2% | -1.9% | -5.3% | -7.2% |
| YTD | -18.1% | +10.4% | -28.6% | -25.4% |
| 1Y | +6.3% | +3.3% | +3.0% | +1.1% |
| 3Y | +48.2% | +21.0% | +27.1% | +27.0% |
| 5Y | +46.5% | +36.3% | +10.2% | +14.8% |
| 10Y | +2,698.1% | +185.8% | +2,512.4% | +1,101.4% |
| All | +23,015.9% | +825.0% | +22,190.9% | +3,574.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling