+2,518.5%
TSLA vs META
+391.2%
+2,127.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -6.9% | -6.4% |
| 7D | +1.5% | +6.7% | -5.2% | -1.8% |
| 30D | +10.1% | +4.8% | +5.4% | +7.3% |
| 3M | -15.4% | -1.6% | -13.8% | -15.3% |
| 6M | -12.8% | -7.5% | -5.3% | -10.6% |
| YTD | -21.3% | -6.4% | -14.9% | -20.4% |
| 1Y | +4.6% | -17.3% | +21.9% | +12.4% |
| 3Y | +44.5% | +109.9% | -65.4% | -5.0% |
| 5Y | +44.8% | +65.4% | -20.6% | +2.5% |
| All | +2,518.5% | +391.2% | +2,127.4% | +809.5% |
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