+2,973.5%
TSLA vs ROL
+211.1%
+2,762.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.7% | +3.4% | -8.1% | -5.9% |
| 30D | -0.8% | +20.8% | -21.5% | -7.8% |
| 3M | +14.8% | +3.7% | +11.0% | +12.4% |
| 6M | -11.3% | -27.7% | +16.3% | -0.6% |
| YTD | -15.6% | -34.9% | +19.4% | -1.9% |
| 1Y | -14.7% | -33.3% | +18.6% | -2.1% |
| 3Y | +76.9% | +4.3% | +72.6% | +61.9% |
| 5Y | +6.7% | +15.0% | -8.3% | -8.9% |
| 10Y | +2,973.5% | +214.7% | +2,758.8% | +1,635.9% |
| All | +2,973.5% | +211.1% | +2,762.4% | +1,635.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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