+2,664.3%
TSLA vs IYR
+69.7%
+2,594.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.2% |
| 7D | +3.2% | -1.4% | +4.6% | +4.5% |
| 30D | +11.6% | -2.7% | +14.2% | +14.3% |
| 3M | -8.4% | -2.1% | -6.3% | -7.2% |
| 6M | -10.4% | +3.6% | -14.0% | -14.1% |
| YTD | -18.7% | +8.1% | -26.9% | -25.3% |
| 1Y | -0.9% | +4.7% | -5.6% | -6.5% |
| 3Y | +33.6% | +29.1% | +4.5% | +4.7% |
| 5Y | +48.9% | +6.9% | +42.0% | +38.9% |
| All | +2,664.3% | +69.7% | +2,594.6% | +1,701.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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