+2,650.1%
TSLA vs M
-10.0%
+2,660.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -0.1% |
| 7D | -3.4% | -8.8% | +5.4% | -1.6% |
| 30D | +9.2% | -16.4% | +25.6% | +13.4% |
| 3M | -4.7% | -10.8% | +6.1% | -2.6% |
| 6M | -8.9% | +16.1% | -25.1% | -12.4% |
| YTD | -19.2% | -5.3% | -13.9% | -19.2% |
| 1Y | +4.5% | +24.9% | -20.3% | -1.8% |
| 3Y | +46.3% | +97.5% | -51.2% | +19.1% |
| 5Y | +48.1% | +20.4% | +27.7% | +30.1% |
| All | +2,650.1% | -10.0% | +2,660.0% | +2,113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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