+22,391.8%
TSLA vs M
+121.5%
+22,270.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.6% | +8.8% | +5.3% |
| 7D | -10.4% | -4.3% | -6.1% | -9.6% |
| 30D | -5.2% | +1.3% | -6.5% | -5.8% |
| 3M | +12.1% | -7.4% | +19.5% | +13.4% |
| 6M | -10.2% | +18.3% | -28.5% | -14.7% |
| YTD | -20.3% | +7.6% | -27.9% | -23.1% |
| 1Y | -19.7% | +17.4% | -37.1% | -24.3% |
| 3Y | +63.4% | +108.4% | -45.0% | +27.7% |
| 5Y | -12.1% | -10.6% | -1.5% | -20.1% |
| 10Y | +2,719.7% | -3.2% | +2,722.9% | +2,065.7% |
| All | +22,391.8% | +121.5% | +22,270.4% | +11,257.1% |
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