+22,131.9%
TSLA vs PTC
+753.1%
+21,378.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.0% | +0.1% | -2.5% |
| 7D | +1.5% | -10.3% | +11.8% | +7.9% |
| 30D | +10.1% | +1.1% | +9.0% | +9.2% |
| 3M | -15.4% | +1.6% | -17.0% | -18.1% |
| 6M | -12.8% | -13.5% | +0.7% | -8.1% |
| YTD | -21.3% | -19.1% | -2.2% | -14.2% |
| 1Y | +4.6% | -33.9% | +38.5% | +28.0% |
| 3Y | +44.5% | -3.9% | +48.4% | +40.3% |
| 5Y | +44.8% | +6.0% | +38.8% | +32.6% |
| 10Y | +2,585.4% | +223.7% | +2,361.7% | +1,261.7% |
| All | +22,131.9% | +753.1% | +21,378.8% | +6,448.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling