+1,456.3%
TSLA vs SITM
+4,789.7%
-3,333.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -1.1% |
| 7D | +3.2% | +3.9% | -0.6% | +2.0% |
| 30D | +11.6% | -6.6% | +18.2% | +12.9% |
| 3M | -8.4% | -11.9% | +3.4% | -7.6% |
| 6M | -10.4% | +81.1% | -91.5% | -28.5% |
| YTD | -18.7% | +80.0% | -98.7% | -36.5% |
| 1Y | -0.9% | +145.8% | -146.8% | -31.6% |
| 3Y | +33.6% | +475.9% | -442.3% | -35.1% |
| 5Y | +48.9% | +189.2% | -140.3% | -20.1% |
| All | +1,456.3% | +4,789.7% | -3,333.4% | +380.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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