+24,855.0%
TSLA vs SHW
+1,674.9%
+23,180.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | +21.4% | -2.2% | +23.6% | +21.8% |
| 6M | -8.3% | +13.3% | -21.6% | -16.1% |
| YTD | -11.6% | +9.2% | -20.8% | -18.2% |
| 1Y | -7.7% | +2.9% | -10.6% | -11.6% |
| 3Y | +85.2% | +41.1% | +44.1% | +45.6% |
| 5Y | +15.4% | +11.0% | +4.4% | +1.6% |
| 10Y | +3,061.7% | +341.2% | +2,720.5% | +1,159.6% |
| All | +24,855.0% | +1,674.9% | +23,180.1% | +3,925.7% |
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