+3,125.8%
TSLA vs PTC
+312.5%
+2,813.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +8.9% | +0.5% | +8.5% | +8.6% |
| 30D | +6.3% | +1.2% | +5.1% | +5.6% |
| 3M | +14.8% | +27.4% | -12.6% | -4.6% |
| 6M | -12.4% | +39.2% | -51.6% | -33.3% |
| YTD | -13.2% | +12.5% | -25.7% | -24.6% |
| 1Y | -2.9% | +12.3% | -15.2% | -15.9% |
| 3Y | +74.4% | +28.8% | +45.6% | +34.0% |
| 5Y | +13.3% | +60.9% | -47.6% | -25.0% |
| All | +3,125.8% | +312.5% | +2,813.4% | +1,147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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