+2,029.4%
TSLA vs SPOT
+265.4%
+1,764.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | -4.7% | +1.0% | -5.7% | -5.2% |
| 30D | -0.8% | +14.6% | -15.3% | -7.2% |
| 3M | +14.8% | +18.4% | -3.7% | +4.8% |
| 6M | -11.3% | +45.1% | -56.4% | -27.4% |
| YTD | -15.6% | +4.4% | -19.9% | -21.7% |
| 1Y | -14.7% | -2.7% | -12.0% | -18.5% |
| 3Y | +76.9% | +254.6% | -177.6% | -16.0% |
| 5Y | +6.7% | +124.8% | -118.1% | -40.9% |
| All | +2,029.4% | +265.4% | +1,764.0% | +762.9% |
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