+46.2%
TSLA vs OMC
+29.1%
+17.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.4% |
| 7D | +3.0% | -4.2% | +7.3% | +4.9% |
| 30D | +11.2% | -7.5% | +18.7% | +14.8% |
| 3M | -7.3% | +4.6% | -11.9% | -9.8% |
| 6M | -7.7% | -4.8% | -2.9% | -6.7% |
| YTD | -18.2% | -1.0% | -17.2% | -19.6% |
| 1Y | +6.0% | +3.8% | +2.2% | +0.4% |
| 3Y | +48.0% | +10.2% | +37.8% | +30.4% |
| 5Y | +46.2% | +29.7% | +16.5% | +16.3% |
| All | +46.2% | +29.1% | +17.1% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 5y: compounded portfolio wealth divided by compounded OMC 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…
5y analysis · Full analysis span regression · 6 months rolling