+22,391.8%
TSLA vs SLV
+156.5%
+22,235.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.4% | +4.3% |
| 7D | -10.4% | +5.1% | -15.5% | -11.5% |
| 30D | -5.2% | -12.9% | +7.7% | -2.3% |
| 3M | +12.1% | -16.1% | +28.2% | +16.4% |
| 6M | -10.2% | -33.2% | +23.0% | -2.0% |
| YTD | -20.3% | -27.2% | +6.9% | -18.3% |
| 1Y | -19.7% | +7.6% | -27.3% | -25.6% |
| 3Y | +63.4% | +122.3% | -59.0% | +24.7% |
| 5Y | -12.1% | +109.7% | -121.8% | -33.0% |
| 10Y | +2,719.7% | +168.4% | +2,551.3% | +1,871.6% |
| All | +22,391.8% | +156.5% | +22,235.3% | +11,191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling