+2,664.3%
TSLA vs JBL
+1,558.3%
+1,106.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | -2.3% |
| 7D | +3.2% | +2.4% | +0.8% | +1.7% |
| 30D | +11.6% | -13.1% | +24.7% | +20.0% |
| 3M | -8.4% | -15.6% | +7.1% | -0.7% |
| 6M | -10.4% | +24.6% | -35.0% | -23.0% |
| YTD | -18.7% | +39.6% | -58.3% | -35.5% |
| 1Y | -0.9% | +48.6% | -49.5% | -25.3% |
| 3Y | +33.6% | +197.3% | -163.7% | -37.2% |
| 5Y | +48.9% | +413.0% | -364.1% | -50.3% |
| All | +2,664.3% | +1,558.3% | +1,106.0% | +393.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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