+2,518.5%
TSLA vs LIN
+358.9%
+2,159.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -5.0% | -5.3% |
| 7D | +1.5% | -2.1% | +3.6% | +3.0% |
| 30D | +10.1% | -2.4% | +12.5% | +11.9% |
| 3M | -15.4% | -5.6% | -9.8% | -12.7% |
| 6M | -12.8% | -3.4% | -9.4% | -12.1% |
| YTD | -21.3% | +13.1% | -34.4% | -29.2% |
| 1Y | +4.6% | +2.5% | +2.1% | +0.4% |
| 3Y | +44.5% | +27.6% | +16.9% | +18.5% |
| 5Y | +44.8% | +63.0% | -18.2% | -1.0% |
| All | +2,518.5% | +358.9% | +2,159.7% | +927.2% |
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