+2,681.1%
TSLA vs META
+401.5%
+2,279.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.8% |
| 7D | -10.4% | -0.8% | -9.6% | -9.9% |
| 30D | -5.2% | -15.4% | +10.2% | +2.9% |
| 3M | +12.1% | +3.5% | +8.6% | +8.8% |
| 6M | -10.2% | -0.3% | -9.9% | -11.7% |
| YTD | -20.3% | -7.3% | -13.0% | -19.9% |
| 1Y | -19.7% | -1.1% | -18.6% | -21.9% |
| 3Y | +63.4% | +95.1% | -31.7% | +10.3% |
| 5Y | -12.1% | +80.6% | -92.6% | -41.3% |
| All | +2,681.1% | +401.5% | +2,279.6% | +817.5% |
Cumulative growth
Daily Returns
Daily percentage return beside META.
Daily Out/Under-Performance
Portfolio return minus META return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × META 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 META 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