+22,131.9%
TSLA vs IWM
+483.1%
+21,648.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +10.1% | -1.3% | +11.4% | +11.8% |
| 3M | -15.4% | +1.6% | -17.0% | -16.3% |
| 6M | -12.8% | +13.6% | -26.3% | -24.1% |
| YTD | -21.3% | +20.8% | -42.0% | -36.2% |
| 1Y | +4.6% | +26.4% | -21.8% | -19.6% |
| 3Y | +44.5% | +60.7% | -16.2% | -12.2% |
| 5Y | +44.8% | +38.2% | +6.6% | +8.2% |
| 10Y | +2,585.4% | +169.5% | +2,415.9% | +915.8% |
| All | +22,131.9% | +483.1% | +21,648.8% | +4,103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling