+3,185.6%
TSLA vs QLD
+1,508.4%
+1,677.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.2% |
| 7D | +15.6% | +12.5% | +3.1% | +5.7% |
| 30D | +5.9% | -15.7% | +21.6% | +19.7% |
| 3M | +21.4% | -11.9% | +33.3% | +32.6% |
| 6M | -8.3% | -10.3% | +2.0% | -1.7% |
| YTD | -11.6% | +15.6% | -27.2% | -22.4% |
| 1Y | -7.7% | +12.1% | -19.8% | -17.2% |
| 3Y | +85.2% | +150.7% | -65.5% | -6.6% |
| 5Y | +15.4% | +86.6% | -71.2% | -30.7% |
| All | +3,185.6% | +1,508.4% | +1,677.2% | +365.3% |
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