+6.7%
TSLA vs META
+94.8%
-88.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.7% | +3.3% | -8.0% | -5.9% |
| 30D | -0.8% | -10.8% | +10.0% | +4.4% |
| 3M | +14.8% | +7.9% | +6.9% | +9.7% |
| 6M | -11.3% | +5.4% | -16.7% | -14.8% |
| YTD | -15.6% | -2.6% | -13.0% | -16.9% |
| 1Y | -14.7% | +1.9% | -16.6% | -17.9% |
| 3Y | +76.9% | +97.0% | -20.0% | +26.9% |
| 5Y | +6.7% | +97.6% | -91.0% | -29.0% |
| All | +6.7% | +94.8% | -88.1% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling