+2,612.4%
TSLA vs SHAK
+43.4%
+2,569.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +6.9% | +4.9% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | +12.0% | -5.2% | +17.3% | +13.8% |
| 3M | -10.0% | +27.3% | -37.2% | -17.4% |
| 6M | -7.2% | -27.9% | +20.7% | -1.7% |
| YTD | -18.1% | -17.0% | -1.2% | -17.9% |
| 1Y | +6.3% | -30.9% | +37.2% | +12.5% |
| 3Y | +48.2% | +3.4% | +44.8% | +33.0% |
| 5Y | +46.5% | -20.5% | +67.0% | +36.3% |
| 10Y | +2,698.1% | +88.3% | +2,609.9% | +1,855.5% |
| All | +2,612.4% | +43.4% | +2,569.0% | +1,792.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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