+218.9%
TSLA vs QS
-62.6%
+281.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.3% | -1.0% |
| 7D | +8.9% | -14.0% | +23.0% | +11.4% |
| 30D | +6.3% | -6.4% | +12.6% | +7.1% |
| 3M | +14.8% | -40.3% | +55.0% | +24.1% |
| 6M | -12.4% | -57.5% | +45.1% | -0.5% |
| YTD | -13.2% | -64.7% | +51.5% | +0.4% |
| 1Y | -2.9% | -72.9% | +70.0% | +16.5% |
| 3Y | +74.4% | -33.5% | +107.9% | +65.0% |
| 5Y | +13.3% | -90.5% | +103.8% | +17.8% |
| All | +218.9% | -62.6% | +281.5% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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