+24,869.8%
TSLA vs PSLV
+108.9%
+24,760.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -0.1% |
| 7D | -3.4% | -4.9% | +1.5% | -2.5% |
| 30D | +9.2% | -1.9% | +11.1% | +9.6% |
| 3M | -4.7% | +4.2% | -8.9% | -5.5% |
| 6M | -8.9% | -27.6% | +18.7% | -3.8% |
| YTD | -19.2% | -11.7% | -7.5% | -20.0% |
| 1Y | +4.5% | +49.3% | -44.8% | -7.6% |
| 3Y | +46.3% | +167.1% | -120.8% | +14.0% |
| 5Y | +48.1% | +151.7% | -103.6% | +15.4% |
| 10Y | +2,704.2% | +187.0% | +2,517.3% | +1,988.3% |
| All | +24,869.8% | +108.9% | +24,760.9% | +21,350.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling