+2,664.3%
TSLA vs SPMO
+517.6%
+2,146.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | -0.2% |
| 7D | +3.2% | -0.9% | +4.2% | +4.5% |
| 30D | +11.6% | -1.9% | +13.5% | +14.1% |
| 3M | -8.4% | -1.4% | -7.1% | -8.2% |
| 6M | -10.4% | +25.5% | -35.9% | -34.9% |
| YTD | -18.7% | +24.8% | -43.6% | -40.6% |
| 1Y | -0.9% | +24.5% | -25.4% | -26.9% |
| 3Y | +33.6% | +157.1% | -123.6% | -58.3% |
| 5Y | +48.9% | +149.5% | -100.6% | -51.0% |
| All | +2,664.3% | +517.6% | +2,146.7% | +306.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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