+23,015.9%
TSLA vs SPYG
+1,169.6%
+21,846.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.7% |
| 7D | +3.4% | +1.2% | +2.2% | +1.6% |
| 30D | +12.0% | -1.6% | +13.6% | +14.8% |
| 3M | -10.0% | +3.4% | -13.3% | -13.5% |
| 6M | -7.2% | +18.9% | -26.1% | -27.6% |
| YTD | -18.1% | +13.8% | -31.9% | -31.8% |
| 1Y | +6.3% | +20.6% | -14.3% | -18.2% |
| 3Y | +48.2% | +100.5% | -52.4% | -41.5% |
| 5Y | +46.5% | +84.6% | -38.1% | -30.8% |
| 10Y | +2,698.1% | +410.8% | +2,287.3% | +264.7% |
| All | +23,015.9% | +1,169.6% | +21,846.4% | +932.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 all: compounded portfolio wealth divided by compounded SPYG 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…
all analysis · Full analysis span regression · 6 months rolling