+2,073.6%
TSLA vs SHOP
+8,434.7%
-6,361.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.7% |
| 7D | +1.5% | -5.1% | +6.6% | +3.4% |
| 30D | +10.1% | +0.6% | +9.5% | +9.8% |
| 3M | -15.4% | +25.0% | -40.4% | -23.0% |
| 6M | -12.8% | +11.9% | -24.7% | -18.9% |
| YTD | -21.3% | -9.9% | -11.4% | -22.0% |
| 1Y | +4.6% | 0.0% | +4.6% | -0.6% |
| 3Y | +44.5% | +117.5% | -73.0% | -1.8% |
| 5Y | +44.8% | -6.6% | +51.5% | +14.4% |
| 10Y | +2,585.4% | +3,320.3% | -734.9% | +850.8% |
| All | +2,073.6% | +8,434.7% | -6,361.1% | +616.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling