+47.6%
TSLA vs RSG
+89.9%
-42.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.3% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +11.6% | +4.0% | +7.6% | +10.4% |
| 3M | -8.4% | +7.4% | -15.8% | -10.9% |
| 6M | -10.4% | +0.1% | -10.5% | -10.7% |
| YTD | -18.7% | +6.0% | -24.8% | -21.3% |
| 1Y | -0.9% | -3.0% | +2.1% | -0.1% |
| 3Y | +33.6% | +56.5% | -22.9% | +6.8% |
| All | +47.6% | +89.9% | -42.3% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling