+46.5%
TSLA vs SPY
+81.8%
-35.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +5.1% |
| 7D | +3.4% | +0.5% | +2.8% | +2.3% |
| 30D | +12.0% | -0.9% | +13.0% | +14.4% |
| 3M | -10.0% | +3.9% | -13.9% | -15.6% |
| 6M | -7.2% | +14.5% | -21.7% | -28.2% |
| YTD | -18.1% | +12.9% | -31.1% | -34.7% |
| 1Y | +6.3% | +19.4% | -13.1% | -23.6% |
| 3Y | +48.2% | +78.5% | -30.3% | -46.1% |
| 5Y | +46.5% | +81.8% | -35.2% | -42.1% |
| All | +46.5% | +81.8% | -35.3% | -42.1% |
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