+22,131.9%
TSLA vs M
+119.3%
+22,012.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.6% | -8.5% | -6.5% |
| 7D | +1.5% | +4.7% | -3.2% | +0.4% |
| 30D | +10.1% | -9.6% | +19.8% | +12.7% |
| 3M | -15.4% | +0.9% | -16.2% | -15.8% |
| 6M | -12.8% | +22.3% | -35.0% | -17.4% |
| YTD | -21.3% | +6.5% | -27.8% | -23.4% |
| 1Y | +4.6% | +38.8% | -34.2% | -4.8% |
| 3Y | +44.5% | +115.9% | -71.4% | +12.4% |
| 5Y | +44.8% | +28.6% | +16.2% | +22.3% |
| 10Y | +2,585.4% | -2.5% | +2,587.9% | +1,960.8% |
| All | +22,131.9% | +119.3% | +22,012.6% | +11,213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling