+22,391.8%
TSLA vs IWM
+440.5%
+21,951.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.1% |
| 7D | -10.4% | -2.0% | -8.4% | -8.0% |
| 30D | -5.2% | -1.5% | -3.7% | -3.3% |
| 3M | +12.1% | -8.0% | +20.1% | +23.8% |
| 6M | -10.2% | -4.1% | -6.1% | -4.8% |
| YTD | -20.3% | +11.9% | -32.3% | -29.4% |
| 1Y | -19.7% | +15.0% | -34.7% | -31.0% |
| 3Y | +63.4% | +64.2% | -0.8% | -2.5% |
| 5Y | -12.1% | +20.4% | -32.5% | -23.5% |
| 10Y | +2,719.7% | +168.0% | +2,551.8% | +985.8% |
| All | +22,391.8% | +440.5% | +21,951.3% | +4,551.6% |
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