+22,727.1%
TSLA vs SCHW
+791.1%
+21,936.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -3.4% | -2.8% | -0.6% | -2.2% |
| 30D | +9.2% | -0.1% | +9.3% | +9.2% |
| 3M | -4.7% | +20.6% | -25.3% | -12.8% |
| 6M | -8.9% | +15.9% | -24.9% | -15.9% |
| YTD | -19.2% | +8.5% | -27.7% | -23.3% |
| 1Y | +4.5% | +17.8% | -13.3% | -4.9% |
| 3Y | +46.3% | +88.5% | -42.2% | +7.3% |
| 5Y | +48.1% | +60.6% | -12.5% | +12.3% |
| 10Y | +2,704.2% | +298.0% | +2,406.2% | +1,146.0% |
| All | +22,727.1% | +791.1% | +21,936.0% | +5,646.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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