+22,131.9%
TSLA vs T
+330.2%
+21,801.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.0% | -5.4% |
| 7D | +1.5% | -1.3% | +2.8% | +1.9% |
| 30D | +10.1% | +11.4% | -1.2% | +7.3% |
| 3M | -15.4% | +14.3% | -29.7% | -18.5% |
| 6M | -12.8% | -9.3% | -3.5% | -11.0% |
| YTD | -21.3% | +7.1% | -28.4% | -23.4% |
| 1Y | +4.6% | -9.1% | +13.7% | +6.3% |
| 3Y | +44.5% | +105.3% | -60.8% | +8.7% |
| 5Y | +44.8% | +66.8% | -22.0% | +15.6% |
| 10Y | +2,585.4% | +66.8% | +2,518.6% | +1,969.4% |
| All | +22,131.9% | +330.2% | +21,801.7% | +7,949.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling