+3,009.1%
TSLA vs P
+686.0%
+2,323.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.5% | +1.2% |
| 7D | +1.5% | -4.7% | +6.2% | +3.3% |
| 30D | +3.4% | -31.4% | +34.8% | +18.3% |
| 3M | +17.4% | -2.6% | +20.1% | +15.7% |
| 6M | -12.2% | +21.9% | -34.1% | -22.6% |
| YTD | -13.1% | +58.9% | -72.0% | -32.4% |
| 1Y | -11.1% | +21.7% | -32.8% | -25.7% |
| 3Y | +82.1% | +193.3% | -111.2% | -5.4% |
| 5Y | +10.3% | +275.1% | -264.9% | -49.5% |
| 10Y | +3,009.1% | +655.3% | +2,353.8% | +1,012.3% |
| All | +3,009.1% | +686.0% | +2,323.2% | +1,012.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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