+10.3%
TSLA vs SPY
+74.6%
-64.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +0.2% |
| 7D | +1.5% | -0.9% | +2.4% | +3.9% |
| 30D | +3.4% | -2.4% | +5.7% | +9.0% |
| 3M | +17.4% | -1.2% | +18.6% | +21.1% |
| 6M | -12.2% | +3.3% | -15.5% | -16.1% |
| YTD | -13.1% | +12.3% | -25.4% | -29.7% |
| 1Y | -11.1% | +12.4% | -23.5% | -28.2% |
| 3Y | +82.1% | +78.8% | +3.3% | -34.6% |
| 5Y | +10.3% | +75.2% | -64.9% | -54.0% |
| All | +10.3% | +74.6% | -64.4% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling