+3,125.8%
TSLA vs PSX
+368.0%
+2,757.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +8.9% | +7.8% | +1.1% | +6.8% |
| 30D | +6.3% | -10.9% | +17.2% | +9.4% |
| 3M | +14.8% | +14.5% | +0.3% | +10.4% |
| 6M | -12.4% | +56.1% | -68.5% | -22.8% |
| YTD | -13.2% | +109.6% | -122.8% | -30.1% |
| 1Y | -2.9% | +95.5% | -98.4% | -20.5% |
| 3Y | +74.4% | +156.2% | -81.8% | +30.0% |
| 5Y | +13.3% | +310.0% | -296.7% | -27.6% |
| All | +3,125.8% | +368.0% | +2,757.8% | +1,720.5% |
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