+2,737.0%
TSLA vs O
+49.9%
+2,687.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.7% |
| 7D | +3.0% | -2.3% | +5.3% | +4.3% |
| 30D | +11.2% | -2.4% | +13.6% | +12.5% |
| 3M | -7.3% | -0.6% | -6.7% | -7.6% |
| 6M | -7.7% | -5.0% | -2.7% | -6.1% |
| YTD | -18.2% | +10.4% | -28.6% | -23.5% |
| 1Y | +6.0% | +6.6% | -0.6% | +1.1% |
| 3Y | +48.0% | +28.4% | +19.6% | +25.3% |
| 5Y | +46.2% | +15.3% | +30.9% | +31.0% |
| 10Y | +2,737.0% | +55.3% | +2,681.7% | +2,020.1% |
| All | +2,737.0% | +49.9% | +2,687.1% | +2,020.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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