+22,131.9%
TSLA vs ROST
+1,896.6%
+20,235.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.7% |
| 7D | +1.5% | +0.9% | +0.6% | +1.1% |
| 30D | +10.1% | -8.9% | +19.0% | +15.4% |
| 3M | -15.4% | -0.8% | -14.6% | -15.4% |
| 6M | -12.8% | +8.5% | -21.3% | -17.3% |
| YTD | -21.3% | +28.6% | -49.9% | -31.9% |
| 1Y | +4.6% | +52.3% | -47.7% | -17.6% |
| 3Y | +44.5% | +94.8% | -50.3% | -0.6% |
| 5Y | +44.8% | +110.8% | -66.0% | -7.4% |
| 10Y | +2,585.4% | +304.5% | +2,280.9% | +1,099.4% |
| All | +22,131.9% | +1,896.6% | +20,235.3% | +3,573.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling