+2,973.5%
TSLA vs T
+55.0%
+2,918.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.4% |
| 7D | -4.7% | +2.6% | -7.3% | -5.0% |
| 30D | -0.8% | -1.1% | +0.3% | -0.8% |
| 3M | +14.8% | -7.7% | +22.5% | +15.7% |
| 6M | -11.3% | -10.6% | -0.7% | -10.3% |
| YTD | -15.6% | -7.5% | -8.1% | -15.5% |
| 1Y | -14.7% | -7.4% | -7.3% | -14.7% |
| 3Y | +76.9% | +63.1% | +13.9% | +49.2% |
| 5Y | +6.7% | +55.2% | -48.5% | -10.1% |
| 10Y | +2,973.5% | +58.8% | +2,914.7% | +2,212.0% |
| All | +2,973.5% | +55.0% | +2,918.5% | +2,212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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