+1,661.1%
TSLA vs REPL
-7.7%
+1,668.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.1% |
| 7D | +3.4% | -5.7% | +9.1% | +3.8% |
| 30D | +12.0% | +22.5% | -10.4% | +10.3% |
| 3M | -10.0% | +64.7% | -74.6% | -15.7% |
| 6M | -7.2% | +83.0% | -90.2% | -19.9% |
| YTD | -18.1% | +52.0% | -70.1% | -28.5% |
| 1Y | +6.3% | +144.5% | -138.3% | -15.1% |
| 3Y | +48.2% | -25.1% | +73.2% | +10.3% |
| 5Y | +46.5% | -52.9% | +99.4% | +13.3% |
| All | +1,661.1% | -7.7% | +1,668.8% | +798.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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