+2,682.2%
TSLA vs SHW
+285.5%
+2,396.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.9% |
| 7D | +3.0% | -3.2% | +6.2% | +4.9% |
| 30D | +11.2% | -11.4% | +22.6% | +19.1% |
| 3M | -7.3% | +3.5% | -10.8% | -9.8% |
| 6M | -7.7% | -3.4% | -4.4% | -7.2% |
| YTD | -18.2% | -0.3% | -17.9% | -19.7% |
| 1Y | +6.0% | -10.4% | +16.4% | +10.3% |
| 3Y | +48.0% | +21.3% | +26.7% | +27.6% |
| 5Y | +46.2% | +12.9% | +33.3% | +26.8% |
| All | +2,682.2% | +285.5% | +2,396.7% | +1,351.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling