+3,125.8%
TSLA vs LOW
+292.8%
+2,833.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +8.9% | +1.4% | +7.5% | +8.1% |
| 30D | +6.3% | +21.7% | -15.4% | -5.4% |
| 3M | +14.8% | +5.0% | +9.8% | +10.6% |
| 6M | -12.4% | +4.6% | -17.0% | -16.1% |
| YTD | -13.2% | -3.5% | -9.7% | -13.9% |
| 1Y | -2.9% | +0.5% | -3.5% | -6.4% |
| 3Y | +74.4% | +24.8% | +49.6% | +45.5% |
| 5Y | +13.3% | +6.5% | +6.8% | +2.2% |
| All | +3,125.8% | +292.8% | +2,833.0% | +1,390.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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