+3,185.6%
TSLA vs NOC
+159.4%
+3,026.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +15.6% | +4.5% | +11.1% | +15.1% |
| 30D | +5.9% | +14.1% | -8.2% | +4.3% |
| 3M | +21.4% | -4.5% | +25.8% | +21.9% |
| 6M | -8.3% | -0.8% | -7.5% | -8.4% |
| YTD | -11.6% | -2.5% | -9.1% | -11.8% |
| 1Y | -7.7% | -0.1% | -7.6% | -8.3% |
| 3Y | +85.2% | +24.6% | +60.6% | +77.4% |
| 5Y | +15.4% | +65.6% | -50.2% | +5.1% |
| All | +3,185.6% | +159.4% | +3,026.2% | +2,578.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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