+2,698.1%
TSLA vs PM
+196.3%
+2,501.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.7% |
| 7D | +3.4% | -1.3% | +4.7% | +3.7% |
| 30D | +12.0% | -2.6% | +14.6% | +12.7% |
| 3M | -10.0% | +5.8% | -15.8% | -11.8% |
| 6M | -7.2% | +10.6% | -17.8% | -10.7% |
| YTD | -18.1% | +17.2% | -35.3% | -22.7% |
| 1Y | +6.3% | +17.6% | -11.4% | -0.2% |
| 3Y | +48.2% | +124.3% | -76.1% | +7.0% |
| 5Y | +46.5% | +125.1% | -78.6% | +3.9% |
| 10Y | +2,698.1% | +198.6% | +2,499.5% | +1,543.1% |
| All | +2,698.1% | +196.3% | +2,501.8% | +1,543.1% |
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