+23,636.9%
TSLA vs T
+269.4%
+23,367.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.4% |
| 7D | -6.4% | +1.7% | -8.1% | -6.8% |
| 30D | -1.2% | -1.7% | +0.5% | -1.2% |
| 3M | +15.1% | -7.3% | +22.4% | +16.4% |
| 6M | -11.7% | -11.2% | -0.5% | -10.1% |
| YTD | -15.9% | -8.1% | -7.9% | -15.7% |
| 1Y | -12.0% | -8.0% | -4.0% | -11.9% |
| 3Y | +80.0% | +62.1% | +17.9% | +44.6% |
| 5Y | +10.8% | +55.7% | -44.9% | -12.0% |
| 10Y | +2,883.7% | +54.1% | +2,829.5% | +2,173.7% |
| All | +23,636.9% | +269.4% | +23,367.6% | +8,755.6% |
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