+45.6%
TSLA vs PL
+28.1%
+17.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.4% | -6.2% | +2.2% |
| 7D | -10.4% | -6.8% | -3.6% | -9.1% |
| 30D | -5.2% | -29.3% | +24.1% | +1.3% |
| 3M | +12.1% | -44.8% | +56.9% | +25.1% |
| 6M | -10.2% | -68.4% | +58.2% | +9.8% |
| YTD | -20.3% | -36.4% | +16.0% | -18.5% |
| 1Y | -19.7% | +0.7% | -20.4% | -26.6% |
| 3Y | +63.4% | +455.3% | -391.9% | -19.4% |
| 5Y | -12.1% | +22.7% | -34.7% | -37.7% |
| All | +45.6% | +28.1% | +17.5% | +0.9% |
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