+2,099.6%
TSLA vs P
+485.4%
+1,614.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.4% | -7.3% | -6.4% |
| 7D | +1.5% | +6.5% | -5.0% | -0.8% |
| 30D | +10.1% | +18.8% | -8.7% | +2.2% |
| 3M | -15.4% | +26.7% | -42.1% | -23.5% |
| 6M | -12.8% | +62.2% | -74.9% | -29.1% |
| YTD | -21.3% | +48.5% | -69.8% | -34.8% |
| 1Y | +4.6% | +26.4% | -21.8% | -11.1% |
| 3Y | +44.5% | +159.4% | -114.9% | -14.0% |
| 5Y | +44.8% | +275.8% | -231.0% | -26.1% |
| 10Y | +2,585.4% | +732.0% | +1,853.4% | +984.4% |
| All | +2,099.6% | +485.4% | +1,614.3% | +774.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling