+2,650.1%
TSLA vs NEM
+316.8%
+2,333.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.8% |
| 7D | -3.4% | -3.3% | -0.1% | -2.8% |
| 30D | +9.2% | +7.8% | +1.4% | +7.8% |
| 3M | -4.7% | +36.3% | -41.0% | -9.7% |
| 6M | -8.9% | +6.6% | -15.5% | -10.5% |
| YTD | -19.2% | +27.1% | -46.3% | -23.0% |
| 1Y | +4.5% | +62.3% | -57.8% | -4.5% |
| 3Y | +46.3% | +245.1% | -198.8% | +15.5% |
| 5Y | +48.1% | +154.0% | -105.9% | +19.4% |
| All | +2,650.1% | +316.8% | +2,333.3% | +2,050.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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