+2,650.1%
TSLA vs NOC
+192.5%
+2,457.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.2% |
| 7D | -3.4% | -1.8% | -1.6% | -3.2% |
| 30D | +9.2% | -9.4% | +18.7% | +10.5% |
| 3M | -4.7% | -3.8% | -0.9% | -4.5% |
| 6M | -8.9% | -28.8% | +19.8% | -5.1% |
| YTD | -19.2% | -7.9% | -11.3% | -18.8% |
| 1Y | +4.5% | -9.0% | +13.6% | +5.2% |
| 3Y | +46.3% | +29.1% | +17.2% | +39.5% |
| 5Y | +48.1% | +58.9% | -10.8% | +35.9% |
| All | +2,650.1% | +192.5% | +2,457.6% | +2,211.9% |
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