+24,440.0%
TSLA vs PHM
+1,657.7%
+22,782.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.8% | +3.2% |
| 7D | +1.5% | -4.8% | +6.2% | +3.3% |
| 30D | +3.4% | +16.5% | -13.1% | -2.9% |
| 3M | +17.4% | -2.0% | +19.4% | +17.3% |
| 6M | -12.2% | +12.7% | -24.8% | -17.1% |
| YTD | -13.1% | +11.2% | -24.2% | -18.4% |
| 1Y | -11.1% | +7.7% | -18.8% | -15.8% |
| 3Y | +82.1% | +60.9% | +21.2% | +44.2% |
| 5Y | +10.3% | +167.7% | -157.5% | -29.0% |
| 10Y | +3,009.1% | +692.1% | +2,317.1% | +1,230.2% |
| All | +24,440.0% | +1,657.7% | +22,782.3% | +7,199.7% |
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