+2,973.5%
TSLA vs SLV
+163.3%
+2,810.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.4% |
| 7D | -4.7% | +3.7% | -8.4% | -5.7% |
| 30D | -0.8% | -15.2% | +14.4% | +3.7% |
| 3M | +14.8% | -21.8% | +36.5% | +22.6% |
| 6M | -11.3% | -36.3% | +25.0% | -0.1% |
| YTD | -15.6% | -27.8% | +12.3% | -14.0% |
| 1Y | -14.7% | +1.5% | -16.2% | -23.5% |
| 3Y | +76.9% | +128.5% | -51.6% | +15.6% |
| 5Y | +6.7% | +103.2% | -96.6% | -29.1% |
| 10Y | +2,973.5% | +164.7% | +2,808.8% | +1,446.0% |
| All | +2,973.5% | +163.3% | +2,810.1% | +1,446.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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