+3,125.8%
TSLA vs T
+60.4%
+3,065.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +8.9% | +2.5% | +6.4% | +8.6% |
| 30D | +6.3% | -3.8% | +10.1% | +6.7% |
| 3M | +14.8% | -8.7% | +23.5% | +15.9% |
| 6M | -12.4% | -8.1% | -4.2% | -11.7% |
| YTD | -13.2% | -6.4% | -6.8% | -13.3% |
| 1Y | -2.9% | -9.8% | +6.8% | -2.4% |
| 3Y | +74.4% | +65.5% | +8.9% | +46.8% |
| 5Y | +13.3% | +57.0% | -43.7% | -4.6% |
| All | +3,125.8% | +60.4% | +3,065.5% | +2,353.0% |
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