+2,664.3%
TSLA vs RSG
+428.9%
+2,235.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.2% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +11.6% | +4.0% | +7.6% | +9.8% |
| 3M | -8.4% | +7.4% | -15.8% | -11.8% |
| 6M | -10.4% | +0.1% | -10.5% | -11.5% |
| YTD | -18.7% | +6.0% | -24.8% | -22.2% |
| 1Y | -0.9% | -3.0% | +2.1% | -1.1% |
| 3Y | +33.6% | +56.5% | -22.9% | +3.5% |
| 5Y | +48.9% | +90.9% | -42.0% | +2.3% |
| All | +2,664.3% | +428.9% | +2,235.4% | +1,052.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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