+15.4%
TSLA vs RY
+125.1%
-109.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.2% |
| 7D | +15.6% | -0.5% | +16.2% | +16.3% |
| 30D | +5.9% | +4.7% | +1.2% | +0.9% |
| 3M | +21.4% | -4.5% | +25.8% | +27.1% |
| 6M | -8.3% | +12.5% | -20.8% | -19.2% |
| YTD | -11.6% | +21.1% | -32.8% | -28.1% |
| 1Y | -7.7% | +38.6% | -46.3% | -35.1% |
| 3Y | +85.2% | +160.2% | -75.0% | -31.9% |
| 5Y | +15.4% | +124.7% | -109.3% | -51.0% |
| All | +15.4% | +125.1% | -109.8% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling