+23,745.5%
TSLA vs SM
-19.2%
+23,764.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.2% |
| 7D | -4.7% | -19.5% | +14.8% | -1.5% |
| 30D | -0.8% | -20.2% | +19.5% | +2.5% |
| 3M | +14.8% | -6.5% | +21.3% | +15.3% |
| 6M | -11.3% | +1.6% | -12.9% | -13.1% |
| YTD | -15.6% | +61.2% | -76.8% | -24.3% |
| 1Y | -14.7% | +65.4% | -80.1% | -24.0% |
| 3Y | +76.9% | -13.0% | +90.0% | +72.2% |
| 5Y | +6.7% | -4.3% | +11.0% | -0.9% |
| 10Y | +2,973.5% | +3.0% | +2,970.5% | +1,903.8% |
| All | +23,745.5% | -19.2% | +23,764.8% | +13,775.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling