+2,973.5%
TSLA vs M
-3.0%
+2,976.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.3% |
| 7D | -4.7% | +5.0% | -9.7% | -5.8% |
| 30D | -0.8% | +10.6% | -11.4% | -3.1% |
| 3M | +14.8% | +1.6% | +13.2% | +13.8% |
| 6M | -11.3% | +30.8% | -42.2% | -17.1% |
| YTD | -15.6% | +16.9% | -32.5% | -19.6% |
| 1Y | -14.7% | +26.3% | -41.0% | -20.4% |
| 3Y | +76.9% | +158.6% | -81.7% | +35.4% |
| 5Y | +6.7% | +2.1% | +4.6% | -5.3% |
| 10Y | +2,973.5% | -4.3% | +2,977.8% | +2,246.2% |
| All | +2,973.5% | -3.0% | +2,976.5% | +2,246.2% |
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