+22,131.9%
TSLA vs SHW
+1,585.6%
+20,546.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.4% | -6.2% |
| 7D | +1.5% | -3.2% | +4.8% | +3.4% |
| 30D | +10.1% | -9.5% | +19.6% | +16.5% |
| 3M | -15.4% | +11.5% | -26.8% | -21.2% |
| 6M | -12.8% | -3.5% | -9.2% | -12.1% |
| YTD | -21.3% | +3.7% | -25.0% | -24.3% |
| 1Y | +4.6% | -7.9% | +12.5% | +7.1% |
| 3Y | +44.5% | +24.7% | +19.8% | +23.3% |
| 5Y | +44.8% | +13.6% | +31.2% | +26.0% |
| 10Y | +2,585.4% | +283.0% | +2,302.5% | +1,058.6% |
| All | +22,131.9% | +1,585.6% | +20,546.3% | +3,625.6% |
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