+2,973.5%
TSLA vs P
+691.2%
+2,282.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -4.7% | -13.3% | +8.6% | +0.6% |
| 30D | -0.8% | -34.0% | +33.2% | +15.3% |
| 3M | +14.8% | +4.1% | +10.7% | +9.8% |
| 6M | -11.3% | +30.5% | -41.8% | -24.1% |
| YTD | -15.6% | +52.2% | -67.7% | -33.2% |
| 1Y | -14.7% | +10.3% | -25.0% | -25.9% |
| 3Y | +76.9% | +180.9% | -103.9% | -6.5% |
| 5Y | +6.7% | +259.7% | -253.0% | -50.3% |
| 10Y | +2,973.5% | +652.6% | +2,320.9% | +1,011.5% |
| All | +2,973.5% | +691.2% | +2,282.3% | +1,011.5% |
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