+2,737.0%
TSLA vs SHOP
+2,872.8%
-135.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +2.1% |
| 7D | +3.0% | -10.6% | +13.7% | +7.4% |
| 30D | +11.2% | -18.3% | +29.5% | +19.8% |
| 3M | -7.3% | +14.8% | -22.1% | -14.3% |
| 6M | -7.7% | -5.0% | -2.7% | -9.7% |
| YTD | -18.2% | -21.2% | +3.0% | -15.0% |
| 1Y | +6.0% | -11.6% | +17.6% | +4.4% |
| 3Y | +48.0% | +101.2% | -53.2% | -3.2% |
| 5Y | +46.2% | -15.7% | +61.9% | +17.2% |
| 10Y | +2,737.0% | +2,989.4% | -252.4% | +707.9% |
| All | +2,737.0% | +2,872.8% | -135.8% | +707.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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