+3,125.8%
TSLA vs SM
+18.0%
+3,107.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +8.9% | +9.4% | -0.5% | +7.5% |
| 30D | +6.3% | -14.4% | +20.6% | +8.4% |
| 3M | +14.8% | +1.6% | +13.2% | +13.8% |
| 6M | -12.4% | +6.3% | -18.7% | -14.5% |
| YTD | -13.2% | +78.8% | -92.0% | -22.9% |
| 1Y | -2.9% | +83.1% | -86.1% | -14.3% |
| 3Y | +74.4% | -5.9% | +80.3% | +67.9% |
| 5Y | +13.3% | +4.8% | +8.5% | +4.5% |
| All | +3,125.8% | +18.0% | +3,107.8% | +1,940.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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