+2,664.3%
TSLA vs PSLV
+190.6%
+2,473.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +3.2% | -3.5% | +6.7% | +4.1% |
| 30D | +11.6% | -2.1% | +13.7% | +12.2% |
| 3M | -8.4% | -1.6% | -6.8% | -8.2% |
| 6M | -10.4% | -25.5% | +15.1% | -4.3% |
| YTD | -18.7% | -11.4% | -7.3% | -21.1% |
| 1Y | -0.9% | +48.6% | -49.5% | -19.0% |
| 3Y | +33.6% | +166.9% | -133.3% | -11.4% |
| 5Y | +48.9% | +152.4% | -103.5% | -1.6% |
| All | +2,664.3% | +190.6% | +2,473.7% | +1,412.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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