+2,681.1%
TSLA vs LIN
+424.3%
+2,256.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.4% | +5.0% |
| 7D | -10.4% | +0.2% | -10.6% | -10.6% |
| 30D | -5.2% | +6.5% | -11.6% | -9.2% |
| 3M | +12.1% | +5.5% | +6.6% | +7.9% |
| 6M | -10.2% | +3.3% | -13.5% | -13.1% |
| YTD | -20.3% | +22.0% | -42.4% | -32.1% |
| 1Y | -19.7% | +25.7% | -45.4% | -33.1% |
| 3Y | +63.4% | +36.2% | +27.1% | +28.0% |
| 5Y | -12.1% | +66.1% | -78.1% | -40.8% |
| All | +2,681.1% | +424.3% | +2,256.8% | +970.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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