+22,131.9%
TSLA vs PHM
+1,585.4%
+20,546.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -6.0% |
| 7D | +1.5% | -3.2% | +4.7% | +2.7% |
| 30D | +10.1% | -6.4% | +16.6% | +12.8% |
| 3M | -15.4% | +5.5% | -20.9% | -17.5% |
| 6M | -12.8% | -5.4% | -7.3% | -11.8% |
| YTD | -21.3% | +6.6% | -27.9% | -24.3% |
| 1Y | +4.6% | -8.8% | +13.4% | +6.2% |
| 3Y | +44.5% | +54.1% | -9.6% | +17.0% |
| 5Y | +44.8% | +144.5% | -99.7% | -3.2% |
| 10Y | +2,585.4% | +569.4% | +2,016.0% | +1,118.1% |
| All | +22,131.9% | +1,585.4% | +20,546.5% | +6,670.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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