-19.6%
TSLA vs Q
+75.4%
-95.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.7% |
| 7D | -3.4% | +4.1% | -7.5% | -4.5% |
| 30D | +9.2% | -10.7% | +20.0% | +12.4% |
| 3M | -4.7% | -11.7% | +7.0% | -1.9% |
| 6M | -8.9% | +8.3% | -17.3% | -11.3% |
| YTD | -19.2% | +51.3% | -70.5% | -25.3% |
| All | -19.6% | +75.4% | -95.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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