+3,009.1%
TSLA vs PYPL
+47.5%
+2,961.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.2% |
| 7D | +1.5% | -1.2% | +2.7% | +2.3% |
| 30D | +3.4% | +6.1% | -2.7% | -0.2% |
| 3M | +17.4% | +1.1% | +16.4% | +15.3% |
| 6M | -12.2% | +32.7% | -44.9% | -28.2% |
| YTD | -13.1% | +2.8% | -15.9% | -19.6% |
| 1Y | -11.1% | -10.8% | -0.3% | -10.4% |
| 3Y | +82.1% | +9.8% | +72.3% | +56.0% |
| 5Y | +10.3% | -70.2% | +80.5% | +98.4% |
| 10Y | +3,009.1% | +50.1% | +2,959.1% | +2,312.7% |
| All | +3,009.1% | +47.5% | +2,961.6% | +2,312.7% |
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