+24,401.0%
TSLA vs SHW
+1,671.3%
+22,729.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +8.9% | +1.9% | +7.0% | +7.8% |
| 30D | +6.3% | +8.1% | -1.8% | +1.1% |
| 3M | +14.8% | -2.8% | +17.6% | +15.6% |
| 6M | -12.4% | +15.0% | -27.4% | -20.5% |
| YTD | -13.2% | +9.0% | -22.2% | -19.6% |
| 1Y | -2.9% | +4.5% | -7.4% | -7.9% |
| 3Y | +74.4% | +41.9% | +32.6% | +36.8% |
| 5Y | +13.3% | +10.7% | +2.5% | -0.2% |
| 10Y | +3,004.2% | +340.4% | +2,663.8% | +1,138.1% |
| All | +24,401.0% | +1,671.3% | +22,729.7% | +3,857.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling