+2,664.3%
TSLA vs SCHG
+459.0%
+2,205.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.8% |
| 7D | +3.2% | -1.0% | +4.2% | +4.8% |
| 30D | +11.6% | -1.3% | +12.8% | +14.1% |
| 3M | -8.4% | +5.4% | -13.9% | -14.8% |
| 6M | -10.4% | +14.4% | -24.8% | -26.1% |
| YTD | -18.7% | +8.0% | -26.8% | -26.8% |
| 1Y | -0.9% | +12.7% | -13.6% | -15.7% |
| 3Y | +33.6% | +85.6% | -52.0% | -41.7% |
| 5Y | +48.9% | +85.5% | -36.6% | -30.8% |
| All | +2,664.3% | +459.0% | +2,205.3% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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