+3,125.8%
TSLA vs NEM
+363.4%
+2,762.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -1.9% |
| 7D | +8.9% | -6.4% | +15.4% | +10.2% |
| 30D | +6.3% | +1.4% | +4.9% | +5.7% |
| 3M | +14.8% | -0.7% | +15.5% | +14.6% |
| 6M | -12.4% | -4.5% | -7.9% | -12.2% |
| YTD | -13.2% | +14.0% | -27.3% | -16.2% |
| 1Y | -2.9% | +27.3% | -30.2% | -8.1% |
| 3Y | +74.4% | +250.5% | -176.1% | +35.2% |
| 5Y | +13.3% | +121.1% | -107.8% | -7.5% |
| All | +3,125.8% | +363.4% | +2,762.4% | +2,390.6% |
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