+2,299.3%
TSLA vs SHOP
+8,680.0%
-6,380.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.3% |
| 7D | +1.5% | -2.5% | +3.9% | +2.6% |
| 30D | +3.4% | -16.7% | +20.1% | +9.9% |
| 3M | +17.4% | -2.2% | +19.6% | +17.0% |
| 6M | -12.2% | +45.6% | -57.7% | -25.7% |
| YTD | -13.1% | -7.3% | -5.8% | -15.6% |
| 1Y | -11.1% | -6.1% | -5.0% | -14.2% |
| 3Y | +82.1% | +143.3% | -61.2% | +18.4% |
| 5Y | +10.3% | +0.2% | +10.1% | -15.5% |
| 10Y | +3,009.1% | +3,663.5% | -654.3% | +970.7% |
| All | +2,299.3% | +8,680.0% | -6,380.7% | +674.5% |
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