+2,737.0%
TSLA vs SPY
+312.5%
+2,424.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.7% |
| 7D | +3.0% | -0.4% | +3.4% | +3.7% |
| 30D | +11.2% | -1.4% | +12.5% | +13.9% |
| 3M | -7.3% | +3.7% | -11.0% | -11.7% |
| 6M | -7.7% | +13.0% | -20.7% | -23.4% |
| YTD | -18.2% | +12.4% | -30.6% | -31.3% |
| 1Y | +6.0% | +18.5% | -12.5% | -17.7% |
| 3Y | +48.0% | +77.6% | -29.6% | -33.7% |
| 5Y | +46.2% | +81.7% | -35.5% | -32.7% |
| 10Y | +2,737.0% | +319.7% | +2,417.4% | +399.2% |
| All | +2,737.0% | +312.5% | +2,424.5% | +399.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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