+2,650.1%
TSLA vs SHW
+281.7%
+2,368.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | -3.4% | -4.5% | +1.1% | -0.9% |
| 30D | +9.2% | -12.7% | +21.9% | +18.0% |
| 3M | -4.7% | +4.7% | -9.4% | -8.0% |
| 6M | -8.9% | -3.4% | -5.5% | -8.4% |
| YTD | -19.2% | -1.3% | -17.8% | -20.2% |
| 1Y | +4.5% | -10.4% | +14.9% | +8.7% |
| 3Y | +46.3% | +20.1% | +26.2% | +26.9% |
| 5Y | +48.1% | +10.5% | +37.6% | +30.2% |
| All | +2,650.1% | +281.7% | +2,368.4% | +1,342.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SHW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling