+2,883.7%
TSLA vs SWKS
+37.5%
+2,846.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.8% | +5.1% |
| 7D | -6.4% | -2.7% | -3.6% | -4.7% |
| 30D | -1.2% | +8.5% | -9.7% | -5.7% |
| 3M | +15.1% | +17.3% | -2.2% | +1.8% |
| 6M | -11.7% | +25.1% | -36.9% | -26.2% |
| YTD | -15.9% | +33.3% | -49.3% | -34.7% |
| 1Y | -12.0% | +22.9% | -34.9% | -28.3% |
| 3Y | +80.0% | +5.5% | +74.5% | +49.0% |
| 5Y | +10.8% | -41.9% | +52.7% | +33.0% |
| 10Y | +2,883.7% | +32.4% | +2,851.2% | +2,263.2% |
| All | +2,883.7% | +37.5% | +2,846.2% | +2,263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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