+22,131.9%
TSLA vs OMC
+282.8%
+21,849.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.4% | -4.8% |
| 7D | +1.5% | -6.4% | +7.9% | +4.6% |
| 30D | +10.1% | +1.1% | +9.0% | +9.5% |
| 3M | -15.4% | +10.4% | -25.8% | -19.7% |
| 6M | -12.8% | -1.7% | -11.1% | -13.1% |
| YTD | -21.3% | +4.4% | -25.7% | -24.8% |
| 1Y | +4.6% | +8.4% | -3.8% | -3.0% |
| 3Y | +44.5% | +14.4% | +30.1% | +28.5% |
| 5Y | +44.8% | +33.9% | +10.9% | +17.4% |
| 10Y | +2,585.4% | +34.9% | +2,550.6% | +1,915.2% |
| All | +22,131.9% | +282.8% | +21,849.1% | +7,287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling