+46.2%
TSLA vs PSX
+370.3%
-324.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +3.0% | +1.8% | +1.2% | +2.6% |
| 30D | +11.2% | +21.6% | -10.5% | +5.9% |
| 3M | -7.3% | +46.5% | -53.7% | -15.8% |
| 6M | -7.7% | +62.0% | -69.7% | -19.0% |
| YTD | -18.2% | +106.3% | -124.5% | -33.1% |
| 1Y | +6.0% | +103.0% | -97.0% | -13.3% |
| 3Y | +48.0% | +135.5% | -87.5% | +12.4% |
| 5Y | +46.2% | +368.5% | -322.3% | -10.1% |
| All | +46.2% | +370.3% | -324.2% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling