+2,533.1%
TSLA vs P
+705.1%
+1,828.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.4% | -7.3% | -6.5% |
| 7D | +1.5% | +6.5% | -5.0% | -1.0% |
| 30D | +10.1% | +18.8% | -8.7% | +1.6% |
| 3M | -15.4% | +26.7% | -42.1% | -24.2% |
| 6M | -12.8% | +62.2% | -74.9% | -30.4% |
| YTD | -21.3% | +48.5% | -69.8% | -35.9% |
| 1Y | +4.6% | +26.4% | -21.8% | -12.5% |
| 3Y | +44.5% | +159.4% | -114.9% | -18.9% |
| 5Y | +44.8% | +275.8% | -231.0% | -32.0% |
| All | +2,533.1% | +705.1% | +1,828.0% | +869.1% |
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