+46.5%
TSLA vs SLV
+164.2%
-117.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.7% | +4.1% |
| 7D | +3.4% | +2.5% | +0.9% | +2.9% |
| 30D | +12.0% | +3.3% | +8.8% | +11.4% |
| 3M | -10.0% | -3.6% | -6.4% | -9.5% |
| 6M | -7.2% | -21.8% | +14.6% | -3.8% |
| YTD | -18.1% | -7.8% | -10.3% | -21.1% |
| 1Y | +6.3% | +58.3% | -52.0% | -10.5% |
| 3Y | +48.2% | +182.6% | -134.4% | +8.2% |
| 5Y | +46.5% | +167.8% | -121.3% | +4.1% |
| All | +46.5% | +164.2% | -117.7% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling