+2,664.3%
TSLA vs SYY
+116.5%
+2,547.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +3.2% | +3.9% | -0.7% | +1.6% |
| 30D | +11.6% | -1.7% | +13.3% | +12.3% |
| 3M | -8.4% | +5.2% | -13.6% | -10.6% |
| 6M | -10.4% | -0.2% | -10.2% | -11.3% |
| YTD | -18.7% | +15.4% | -34.1% | -24.6% |
| 1Y | -0.9% | +5.6% | -6.5% | -5.0% |
| 3Y | +33.6% | +28.9% | +4.7% | +16.3% |
| 5Y | +48.9% | +24.1% | +24.8% | +32.5% |
| All | +2,664.3% | +116.5% | +2,547.8% | +1,659.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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