+2,737.0%
TSLA vs IWM
+165.3%
+2,571.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +1.5% |
| 7D | +3.0% | -1.1% | +4.2% | +4.4% |
| 30D | +11.2% | -3.1% | +14.3% | +15.5% |
| 3M | -7.3% | +2.2% | -9.5% | -9.2% |
| 6M | -7.7% | +15.1% | -22.8% | -21.4% |
| YTD | -18.2% | +18.6% | -36.8% | -32.9% |
| 1Y | +6.0% | +24.0% | -18.0% | -17.7% |
| 3Y | +48.0% | +63.7% | -15.7% | -13.9% |
| 5Y | +46.2% | +38.2% | +8.0% | +6.4% |
| 10Y | +2,737.0% | +171.7% | +2,565.3% | +1,097.9% |
| All | +2,737.0% | +165.3% | +2,571.7% | +1,097.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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