+3,185.6%
TSLA vs IWM
+144.7%
+3,040.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +3.7% |
| 7D | +15.6% | +2.8% | +12.9% | +12.0% |
| 30D | +5.9% | +0.6% | +5.3% | +5.4% |
| 3M | +21.4% | -7.8% | +29.1% | +34.3% |
| 6M | -8.3% | -1.0% | -7.3% | -6.2% |
| YTD | -11.6% | +13.9% | -25.5% | -23.8% |
| 1Y | -7.7% | +15.4% | -23.1% | -21.8% |
| 3Y | +85.2% | +70.2% | +14.9% | +2.7% |
| 5Y | +15.4% | +23.7% | -8.3% | -5.3% |
| All | +3,185.6% | +144.7% | +3,040.9% | +1,315.7% |
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