+18,605.9%
TSLA vs META
+1,352.7%
+17,253.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.0% | -6.8% | -9.1% |
| 7D | -14.8% | -3.1% | -11.7% | -13.6% |
| 30D | -9.7% | -18.1% | +8.4% | -2.0% |
| 3M | +6.9% | +2.9% | +4.0% | +4.6% |
| 6M | -11.7% | +0.2% | -11.9% | -13.0% |
| YTD | -23.6% | -8.1% | -15.5% | -22.7% |
| 1Y | -25.6% | -4.5% | -21.1% | -26.0% |
| 3Y | +56.3% | +94.2% | -37.9% | +15.0% |
| 5Y | -15.6% | +79.1% | -94.7% | -39.7% |
| 10Y | +2,605.4% | +405.9% | +2,199.5% | +1,253.4% |
| All | +18,605.9% | +1,352.7% | +17,253.2% | +7,388.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling