+46.5%
TSLA vs ROST
+111.1%
-64.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | +12.0% | -10.0% | +22.0% | +18.6% |
| 3M | -10.0% | +1.2% | -11.2% | -11.1% |
| 6M | -7.2% | +8.9% | -16.1% | -12.8% |
| YTD | -18.1% | +28.1% | -46.2% | -30.3% |
| 1Y | +6.3% | +53.0% | -46.7% | -19.1% |
| 3Y | +48.2% | +97.9% | -49.7% | -4.5% |
| 5Y | +46.5% | +112.0% | -65.5% | -18.4% |
| All | +46.5% | +111.1% | -64.6% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling