+2,682.2%
TSLA vs RMD
+277.2%
+2,405.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +3.0% | -4.7% | +7.8% | +4.8% |
| 30D | +11.2% | +0.2% | +10.9% | +11.0% |
| 3M | -7.3% | +12.0% | -19.3% | -11.9% |
| 6M | -7.7% | -12.5% | +4.8% | -3.9% |
| YTD | -18.2% | -7.9% | -10.3% | -17.0% |
| 1Y | +6.0% | -20.4% | +26.4% | +13.8% |
| 3Y | +48.0% | +53.1% | -5.1% | +15.3% |
| 5Y | +46.2% | -22.1% | +68.3% | +50.3% |
| All | +2,682.2% | +277.2% | +2,405.0% | +1,475.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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