+2,973.5%
TSLA vs PM
+242.6%
+2,730.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -4.7% | -6.6% | +1.9% | -3.1% |
| 30D | -0.8% | -3.4% | +2.7% | 0.0% |
| 3M | +14.8% | +5.3% | +9.4% | +13.0% |
| 6M | -11.3% | +15.5% | -26.9% | -15.4% |
| YTD | -15.6% | +24.3% | -39.8% | -21.5% |
| 1Y | -14.7% | +29.7% | -44.4% | -21.8% |
| 3Y | +76.9% | +144.9% | -68.0% | +24.7% |
| 5Y | +6.7% | +159.0% | -152.3% | -27.6% |
| 10Y | +2,973.5% | +250.9% | +2,722.6% | +1,675.6% |
| All | +2,973.5% | +242.6% | +2,730.9% | +1,675.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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