+1,962.3%
TSLA vs SPOT
+215.3%
+1,747.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | +3.0% | -6.5% | +9.5% | +6.1% |
| 30D | +11.2% | +2.2% | +9.0% | +9.7% |
| 3M | -7.3% | +5.4% | -12.7% | -10.5% |
| 6M | -7.7% | -4.0% | -3.7% | -8.8% |
| YTD | -18.2% | -9.9% | -8.3% | -18.0% |
| 1Y | +6.0% | -27.3% | +33.3% | +16.7% |
| 3Y | +48.0% | +236.4% | -188.4% | -28.0% |
| 5Y | +46.2% | +112.6% | -66.4% | -16.6% |
| All | +1,962.3% | +215.3% | +1,747.0% | +803.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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