+62.5%
TSLA vs S
-57.8%
+120.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.2% | +4.7% |
| 7D | +3.4% | -5.8% | +9.2% | +5.4% |
| 30D | +12.0% | -9.2% | +21.3% | +15.1% |
| 3M | -10.0% | +23.4% | -33.3% | -16.7% |
| 6M | -7.2% | +36.9% | -44.1% | -18.4% |
| YTD | -18.1% | +29.5% | -47.7% | -27.1% |
| 1Y | +6.3% | +5.4% | +0.9% | +0.7% |
| 3Y | +48.2% | +14.7% | +33.5% | +31.1% |
| 5Y | +46.5% | -71.5% | +118.0% | +58.5% |
| All | +62.5% | -57.8% | +120.3% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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