+22,131.9%
TSLA vs PM
+735.3%
+21,396.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -4.0% | -5.3% |
| 7D | +1.5% | -4.9% | +6.4% | +3.1% |
| 30D | +10.1% | -3.4% | +13.5% | +11.1% |
| 3M | -15.4% | +5.2% | -20.6% | -17.4% |
| 6M | -12.8% | +3.7% | -16.5% | -15.0% |
| YTD | -21.3% | +15.8% | -37.0% | -26.3% |
| 1Y | +4.6% | +17.4% | -12.8% | -3.1% |
| 3Y | +44.5% | +116.9% | -72.4% | +1.4% |
| 5Y | +44.8% | +117.3% | -72.5% | -0.3% |
| 10Y | +2,585.4% | +193.8% | +2,391.7% | +1,431.0% |
| All | +22,131.9% | +735.3% | +21,396.6% | +5,841.1% |
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 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