+40.9%
TSLA vs IWM
+39.6%
+1.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +10.1% | -1.3% | +11.4% | +12.2% |
| 3M | -15.4% | +1.6% | -17.0% | -16.6% |
| 6M | -12.8% | +13.6% | -26.3% | -26.6% |
| YTD | -21.3% | +20.8% | -42.0% | -39.4% |
| 1Y | +4.6% | +26.4% | -21.8% | -24.9% |
| 3Y | +44.5% | +60.7% | -16.2% | -24.4% |
| All | +40.9% | +39.6% | +1.3% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling