+2,737.0%
TSLA vs ROST
+299.2%
+2,437.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.8% |
| 7D | +3.0% | -2.2% | +5.3% | +4.3% |
| 30D | +11.2% | -11.4% | +22.6% | +18.4% |
| 3M | -7.3% | -1.6% | -5.6% | -6.9% |
| 6M | -7.7% | +6.8% | -14.6% | -12.1% |
| YTD | -18.2% | +25.8% | -44.0% | -28.9% |
| 1Y | +6.0% | +52.4% | -46.4% | -17.5% |
| 3Y | +48.0% | +94.4% | -46.4% | 0.0% |
| 5Y | +46.2% | +108.2% | -62.0% | -8.2% |
| 10Y | +2,737.0% | +308.5% | +2,428.5% | +1,302.1% |
| All | +2,737.0% | +299.2% | +2,437.9% | +1,302.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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