+2,737.0%
TSLA vs SM
+16.0%
+2,721.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +3.0% | -0.2% | +3.3% | +3.1% |
| 30D | +11.2% | +20.3% | -9.1% | +8.1% |
| 3M | -7.3% | +22.9% | -30.2% | -10.8% |
| 6M | -7.7% | +47.8% | -55.6% | -14.6% |
| YTD | -18.2% | +107.5% | -125.7% | -28.4% |
| 1Y | +6.0% | +51.7% | -45.7% | -3.1% |
| 3Y | +48.0% | -0.9% | +48.9% | +41.6% |
| 5Y | +46.2% | +112.2% | -66.1% | +23.5% |
| 10Y | +2,737.0% | +20.3% | +2,716.7% | +1,668.8% |
| All | +2,737.0% | +16.0% | +2,721.1% | +1,668.8% |
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