+23,636.9%
TSLA vs PM
+791.4%
+22,845.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +6.3% |
| 7D | -6.4% | -7.3% | +0.9% | -4.1% |
| 30D | -1.2% | -4.0% | +2.8% | -0.1% |
| 3M | +15.1% | +2.7% | +12.3% | +13.7% |
| 6M | -11.7% | +14.9% | -26.6% | -16.5% |
| YTD | -15.9% | +23.5% | -39.5% | -23.0% |
| 1Y | -12.0% | +30.4% | -42.3% | -21.1% |
| 3Y | +80.0% | +143.2% | -63.2% | +20.9% |
| 5Y | +10.8% | +159.5% | -148.7% | -29.0% |
| 10Y | +2,883.7% | +234.7% | +2,649.0% | +1,509.4% |
| All | +23,636.9% | +791.4% | +22,845.5% | +6,102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling