+54.3%
TSLA vs PL
+45.6%
+8.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -4.7% | +5.6% | -10.3% | -5.8% |
| 30D | -0.8% | -16.9% | +16.2% | +2.6% |
| 3M | +14.8% | -38.2% | +53.0% | +25.2% |
| 6M | -11.3% | -63.4% | +52.1% | +5.5% |
| YTD | -15.6% | -27.6% | +12.1% | -15.8% |
| 1Y | -14.7% | +6.6% | -21.3% | -22.9% |
| 3Y | +76.9% | +557.6% | -480.7% | -16.1% |
| 5Y | +6.7% | +39.5% | -32.8% | -25.5% |
| All | +54.3% | +45.6% | +8.7% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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