+41.1%
TSLA vs RY
+140.8%
-99.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.2% |
| 7D | +1.5% | +3.1% | -1.6% | -1.6% |
| 30D | +10.1% | -0.3% | +10.4% | +10.3% |
| 3M | -15.4% | +8.7% | -24.0% | -22.3% |
| 6M | -12.8% | +28.5% | -41.3% | -32.9% |
| YTD | -21.3% | +25.1% | -46.4% | -37.7% |
| 1Y | +4.6% | +46.3% | -41.7% | -29.8% |
| 3Y | +44.5% | +154.9% | -110.4% | -44.6% |
| All | +41.1% | +140.8% | -99.7% | -42.3% |
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