+22,994.0%
TSLA vs SCHG
+1,202.2%
+21,791.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.9% |
| 7D | +3.0% | -0.9% | +3.9% | +4.5% |
| 30D | +11.2% | -2.3% | +13.4% | +15.3% |
| 3M | -7.3% | +4.5% | -11.8% | -12.2% |
| 6M | -7.7% | +13.6% | -21.3% | -22.5% |
| YTD | -18.2% | +7.6% | -25.8% | -25.5% |
| 1Y | +6.0% | +13.0% | -7.0% | -9.5% |
| 3Y | +48.0% | +87.0% | -39.0% | -33.9% |
| 5Y | +46.2% | +82.9% | -36.7% | -28.4% |
| 10Y | +2,737.0% | +453.6% | +2,283.4% | +250.6% |
| All | +22,994.0% | +1,202.2% | +21,791.7% | +1,020.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling