+2,737.0%
TSLA vs PYPL
+36.1%
+2,700.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +1.0% |
| 7D | +3.0% | -4.3% | +7.4% | +5.6% |
| 30D | +11.2% | -11.5% | +22.6% | +18.1% |
| 3M | -7.3% | +26.1% | -33.4% | -21.6% |
| 6M | -7.7% | +13.7% | -21.4% | -17.7% |
| YTD | -18.2% | -9.8% | -8.4% | -18.1% |
| 1Y | +6.0% | -22.1% | +28.1% | +15.0% |
| 3Y | +48.0% | -13.5% | +61.5% | +47.0% |
| 5Y | +46.2% | -81.6% | +127.8% | +252.4% |
| 10Y | +2,737.0% | +38.8% | +2,698.2% | +2,465.1% |
| All | +2,737.0% | +36.1% | +2,700.9% | +2,465.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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