+23,636.9%
TSLA vs M
+139.4%
+23,497.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.1% | -2.6% | +3.6% |
| 7D | -6.4% | +2.5% | -8.9% | -7.0% |
| 30D | -1.2% | +10.1% | -11.3% | -3.7% |
| 3M | +15.1% | -0.9% | +16.0% | +14.6% |
| 6M | -11.7% | +30.2% | -41.9% | -18.0% |
| YTD | -15.9% | +16.3% | -32.2% | -20.3% |
| 1Y | -12.0% | +27.0% | -38.9% | -18.6% |
| 3Y | +80.0% | +154.5% | -74.4% | +34.3% |
| 5Y | +10.8% | -1.1% | +11.9% | -1.7% |
| 10Y | +2,883.7% | +0.5% | +2,883.2% | +2,183.3% |
| All | +23,636.9% | +139.4% | +23,497.5% | +11,668.5% |
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