+72.5%
TSLA vs S
-48.3%
+120.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.4% |
| 7D | +1.5% | +1.2% | +0.2% | +1.2% |
| 30D | +3.4% | -7.3% | +10.7% | +5.7% |
| 3M | +17.4% | +5.9% | +11.6% | +13.6% |
| 6M | -12.2% | +45.6% | -57.8% | -24.3% |
| YTD | -13.1% | +58.5% | -71.6% | -28.3% |
| 1Y | -11.1% | +37.6% | -48.7% | -23.5% |
| 3Y | +82.1% | +51.7% | +30.4% | +45.6% |
| 5Y | +10.3% | -67.5% | +77.7% | +11.7% |
| All | +72.5% | -48.3% | +120.8% | +63.6% |
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