+2,698.1%
TSLA vs PTC
+204.7%
+2,493.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.5% | +9.5% | +7.4% |
| 7D | +3.4% | -12.8% | +16.2% | +12.4% |
| 30D | +12.0% | -9.8% | +21.8% | +19.1% |
| 3M | -10.0% | -2.1% | -7.9% | -11.5% |
| 6M | -7.2% | -18.1% | +10.9% | +1.6% |
| YTD | -18.1% | -23.5% | +5.4% | -6.7% |
| 1Y | +6.3% | -37.4% | +43.6% | +38.2% |
| 3Y | +48.2% | -7.2% | +55.4% | +44.1% |
| 5Y | +46.5% | +2.7% | +43.8% | +32.3% |
| 10Y | +2,698.1% | +203.4% | +2,494.7% | +1,310.8% |
| All | +2,698.1% | +204.7% | +2,493.4% | +1,310.8% |
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