+2,739.7%
TSLA vs SPGI
+297.9%
+2,441.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +6.2% |
| 7D | +3.4% | -2.5% | +5.9% | +5.1% |
| 30D | +12.0% | +5.4% | +6.6% | +7.7% |
| 3M | -10.0% | +9.0% | -19.0% | -16.7% |
| 6M | -7.2% | +0.8% | -8.0% | -10.1% |
| YTD | -18.1% | -12.6% | -5.6% | -13.4% |
| 1Y | +6.3% | -16.1% | +22.4% | +14.8% |
| 3Y | +48.2% | +19.0% | +29.2% | +20.8% |
| 5Y | +46.5% | +5.1% | +41.4% | +29.8% |
| All | +2,739.7% | +297.9% | +2,441.8% | +1,038.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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