+2,682.2%
TSLA vs RTX
+285.7%
+2,396.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +3.0% | -1.6% | +4.6% | +3.8% |
| 30D | +11.2% | -11.6% | +22.7% | +17.6% |
| 3M | -7.3% | +9.2% | -16.4% | -12.7% |
| 6M | -7.7% | -4.4% | -3.3% | -7.4% |
| YTD | -18.2% | +8.9% | -27.1% | -23.6% |
| 1Y | +6.0% | +32.1% | -26.1% | -10.7% |
| 3Y | +48.0% | +151.2% | -103.2% | -12.4% |
| 5Y | +46.2% | +162.9% | -116.7% | -16.6% |
| All | +2,682.2% | +285.7% | +2,396.5% | +1,265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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