+72.2%
TSLA vs S
-51.7%
+124.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +8.9% | +2.0% | +7.0% | +8.1% |
| 30D | +6.3% | -2.7% | +9.0% | +6.9% |
| 3M | +14.8% | -6.9% | +21.7% | +15.7% |
| 6M | -12.4% | +38.1% | -50.4% | -23.2% |
| YTD | -13.2% | +48.0% | -61.2% | -26.9% |
| 1Y | -2.9% | +34.5% | -37.4% | -16.0% |
| 3Y | +74.4% | +38.3% | +36.1% | +43.5% |
| 5Y | +13.3% | -70.9% | +84.2% | +17.6% |
| All | +72.2% | -51.7% | +124.0% | +66.9% |
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