+2,650.1%
TSLA vs PSX
+384.6%
+2,265.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -3.4% | +1.5% | -4.9% | -3.8% |
| 30D | +9.2% | +15.8% | -6.6% | +5.0% |
| 3M | -4.7% | +43.0% | -47.7% | -13.6% |
| 6M | -8.9% | +61.1% | -70.0% | -20.6% |
| YTD | -19.2% | +104.5% | -123.7% | -34.3% |
| 1Y | +4.5% | +102.5% | -98.0% | -15.1% |
| 3Y | +46.3% | +133.5% | -87.2% | +12.0% |
| 5Y | +48.1% | +367.0% | -318.8% | -8.8% |
| All | +2,650.1% | +384.6% | +2,265.4% | +1,435.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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