+2,698.1%
TSLA vs RY
+371.6%
+2,326.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.7% | +4.7% |
| 7D | +3.4% | +2.7% | +0.7% | +1.0% |
| 30D | +12.0% | -1.0% | +13.0% | +12.9% |
| 3M | -10.0% | +7.6% | -17.6% | -15.6% |
| 6M | -7.2% | +29.5% | -36.7% | -26.3% |
| YTD | -18.1% | +24.2% | -42.3% | -32.5% |
| 1Y | +6.3% | +46.4% | -40.1% | -24.2% |
| 3Y | +48.2% | +159.4% | -111.3% | -35.3% |
| 5Y | +46.5% | +141.8% | -95.3% | -31.7% |
| 10Y | +2,698.1% | +373.9% | +2,324.2% | +828.2% |
| All | +2,698.1% | +371.6% | +2,326.5% | +828.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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