+2,883.7%
TSLA vs PTC
+326.2%
+2,557.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.3% |
| 7D | -6.4% | +0.8% | -7.2% | -6.8% |
| 30D | -1.2% | +0.7% | -1.9% | -1.6% |
| 3M | +15.1% | +32.6% | -17.5% | -6.8% |
| 6M | -11.7% | +33.6% | -45.3% | -30.9% |
| YTD | -15.9% | +12.4% | -28.4% | -26.9% |
| 1Y | -12.0% | +11.2% | -23.2% | -23.1% |
| 3Y | +80.0% | +31.7% | +48.4% | +36.3% |
| 5Y | +10.8% | +60.1% | -49.3% | -26.4% |
| 10Y | +2,883.7% | +317.2% | +2,566.5% | +1,057.5% |
| All | +2,883.7% | +326.2% | +2,557.5% | +1,057.5% |
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