+2,664.3%
TSLA vs LOW
+233.5%
+2,430.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.2% | -3.7% | +6.9% | +5.4% |
| 30D | +11.6% | -8.9% | +20.4% | +17.4% |
| 3M | -8.4% | -10.4% | +2.0% | -3.4% |
| 6M | -10.4% | -19.4% | +9.0% | -0.2% |
| YTD | -18.7% | -17.1% | -1.6% | -11.5% |
| 1Y | -0.9% | -26.3% | +25.3% | +15.0% |
| 3Y | +33.6% | -9.9% | +43.5% | +35.8% |
| 5Y | +48.9% | +6.1% | +42.8% | +35.9% |
| All | +2,664.3% | +233.5% | +2,430.8% | +1,358.8% |
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