+2,650.1%
TSLA vs NWSA
+148.8%
+2,501.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.7% |
| 7D | -3.4% | -4.8% | +1.3% | -0.9% |
| 30D | +9.2% | +3.0% | +6.3% | +7.6% |
| 3M | -4.7% | +9.3% | -14.0% | -9.9% |
| 6M | -8.9% | +23.2% | -32.1% | -19.7% |
| YTD | -19.2% | +13.3% | -32.5% | -25.8% |
| 1Y | +4.5% | +2.9% | +1.6% | +0.6% |
| 3Y | +46.3% | +43.3% | +3.0% | +19.6% |
| 5Y | +48.1% | +40.9% | +7.3% | +20.6% |
| All | +2,650.1% | +148.8% | +2,501.2% | +1,621.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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