+2,031.3%
TSLA vs PYPL
+55.1%
+1,976.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.8% |
| 7D | +15.6% | -1.1% | +16.8% | +16.4% |
| 30D | +5.9% | +3.8% | +2.1% | +3.5% |
| 3M | +21.4% | -1.3% | +22.6% | +20.7% |
| 6M | -8.3% | +29.0% | -37.3% | -23.5% |
| YTD | -11.6% | +0.7% | -12.4% | -17.3% |
| 1Y | -7.7% | -12.3% | +4.6% | -6.2% |
| 3Y | +85.2% | +7.6% | +77.5% | +61.3% |
| 5Y | +15.4% | -71.7% | +87.1% | +109.8% |
| 10Y | +3,061.7% | +47.1% | +3,014.6% | +2,305.1% |
| All | +2,031.3% | +55.1% | +1,976.2% | +1,419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling