+2,650.1%
TSLA vs QID
-99.1%
+2,749.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | +0.6% |
| 7D | -3.4% | +2.7% | -6.2% | -1.4% |
| 30D | +9.2% | +3.3% | +5.9% | +12.5% |
| 3M | -4.7% | -5.5% | +0.8% | -5.2% |
| 6M | -8.9% | -28.4% | +19.5% | -24.4% |
| YTD | -19.2% | -26.6% | +7.4% | -30.8% |
| 1Y | +4.5% | -34.1% | +38.7% | -15.4% |
| 3Y | +46.3% | -73.7% | +120.0% | -21.0% |
| 5Y | +48.1% | -80.7% | +128.8% | -7.9% |
| All | +2,650.1% | -99.1% | +2,749.2% | +353.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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