+2,737.0%
TSLA vs SPG
+59.6%
+2,677.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.0% |
| 7D | +3.0% | -1.7% | +4.7% | +3.8% |
| 30D | +11.2% | -6.3% | +17.4% | +14.4% |
| 3M | -7.3% | -2.4% | -4.8% | -6.6% |
| 6M | -7.7% | +9.6% | -17.4% | -12.2% |
| YTD | -18.2% | +14.2% | -32.4% | -23.9% |
| 1Y | +6.0% | +19.3% | -13.3% | -3.6% |
| 3Y | +48.0% | +106.7% | -58.7% | +6.8% |
| 5Y | +46.2% | +104.2% | -58.0% | +6.1% |
| 10Y | +2,737.0% | +63.7% | +2,673.3% | +1,921.0% |
| All | +2,737.0% | +59.6% | +2,677.4% | +1,921.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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