+3,185.6%
TSLA vs SHW
+340.1%
+2,845.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.4% |
| 7D | +15.6% | +0.7% | +15.0% | +15.2% |
| 30D | +5.9% | +8.4% | -2.5% | +0.4% |
| 3M | +21.4% | -2.2% | +23.6% | +21.9% |
| 6M | -8.3% | +13.3% | -21.6% | -16.4% |
| YTD | -11.6% | +9.2% | -20.8% | -18.5% |
| 1Y | -7.7% | +2.9% | -10.6% | -11.7% |
| 3Y | +85.2% | +41.1% | +44.1% | +43.5% |
| 5Y | +15.4% | +11.0% | +4.4% | +1.1% |
| All | +3,185.6% | +340.1% | +2,845.5% | +1,389.4% |
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