+2,681.1%
TSLA vs QLD
+1,375.1%
+1,306.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +2.3% |
| 7D | -10.4% | -10.3% | -0.1% | -2.9% |
| 30D | -5.2% | -26.1% | +20.9% | +18.4% |
| 3M | +12.1% | -17.8% | +29.9% | +29.1% |
| 6M | -10.2% | -15.6% | +5.4% | +1.0% |
| YTD | -20.3% | +5.4% | -25.7% | -25.0% |
| 1Y | -19.7% | +5.2% | -24.9% | -24.3% |
| 3Y | +63.4% | +139.4% | -76.1% | -14.5% |
| 5Y | -12.1% | +66.7% | -78.8% | -42.6% |
| All | +2,681.1% | +1,375.1% | +1,306.0% | +322.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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