+1,708.4%
TSLA vs REPL
+39.1%
+1,669.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.0% | +2.6% | +5.3% |
| 7D | -6.4% | +14.2% | -20.6% | -7.2% |
| 30D | -1.2% | +65.9% | -67.1% | -4.7% |
| 3M | +15.1% | +84.6% | -69.5% | +10.0% |
| 6M | -11.7% | +446.9% | -458.7% | -26.5% |
| YTD | -15.9% | +129.0% | -144.9% | -28.7% |
| 1Y | -12.0% | +167.9% | -179.9% | -26.5% |
| 3Y | +80.0% | +93.9% | -13.9% | +18.0% |
| 5Y | +10.8% | -33.0% | +43.8% | -15.9% |
| All | +1,708.4% | +39.1% | +1,669.3% | +795.8% |
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