+2,737.0%
TSLA vs SBAC
+78.4%
+2,658.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +3.0% | +0.2% | +2.9% | +3.0% |
| 30D | +11.2% | +3.9% | +7.3% | +10.0% |
| 3M | -7.3% | -8.2% | +0.9% | -5.4% |
| 6M | -7.7% | -2.8% | -4.9% | -8.9% |
| YTD | -18.2% | -1.5% | -16.7% | -19.9% |
| 1Y | +6.0% | 0.0% | +6.0% | +2.9% |
| 3Y | +48.0% | -8.4% | +56.4% | +42.8% |
| 5Y | +46.2% | -43.5% | +89.7% | +70.5% |
| 10Y | +2,737.0% | +86.9% | +2,650.1% | +2,093.2% |
| All | +2,737.0% | +78.4% | +2,658.7% | +2,093.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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