+2,664.3%
TSLA vs NYT
+489.9%
+2,174.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.3% |
| 7D | +3.2% | -0.6% | +3.8% | +3.5% |
| 30D | +11.6% | +4.6% | +7.0% | +9.4% |
| 3M | -8.4% | -9.6% | +1.1% | -5.5% |
| 6M | -10.4% | -14.0% | +3.6% | -6.2% |
| YTD | -18.7% | -2.8% | -15.9% | -19.7% |
| 1Y | -0.9% | +15.6% | -16.5% | -10.0% |
| 3Y | +33.6% | +56.3% | -22.7% | +4.6% |
| 5Y | +48.9% | +39.5% | +9.4% | +18.2% |
| All | +2,664.3% | +489.9% | +2,174.4% | +1,632.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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