+10.8%
TSLA vs SPG
+81.6%
-70.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +4.1% |
| 7D | -6.4% | +5.1% | -11.5% | -9.7% |
| 30D | -1.2% | +16.8% | -18.1% | -12.1% |
| 3M | +15.1% | +5.7% | +9.4% | +10.2% |
| 6M | -11.7% | +17.8% | -29.5% | -23.2% |
| YTD | -15.9% | +30.1% | -46.0% | -33.1% |
| 1Y | -12.0% | +32.8% | -44.8% | -31.2% |
| 3Y | +80.0% | +137.2% | -57.2% | -13.4% |
| 5Y | +10.8% | +81.5% | -70.7% | -41.3% |
| All | +10.8% | +81.6% | -70.8% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling