+2,543.8%
TSLA vs QSR
+211.0%
+2,332.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.3% | +5.0% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +12.0% | +5.9% | +6.1% | +9.0% |
| 3M | -10.0% | +10.5% | -20.4% | -14.6% |
| 6M | -7.2% | +7.7% | -14.9% | -11.6% |
| YTD | -18.1% | +16.8% | -34.9% | -25.3% |
| 1Y | +6.3% | +30.9% | -24.6% | -8.6% |
| 3Y | +48.2% | +28.2% | +20.0% | +24.2% |
| 5Y | +46.5% | +45.0% | +1.5% | +13.9% |
| 10Y | +2,698.1% | +127.3% | +2,570.8% | +1,518.5% |
| All | +2,543.8% | +211.0% | +2,332.9% | +1,250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 all: compounded portfolio wealth divided by compounded QSR 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…
all analysis · Full analysis span regression · 6 months rolling