+2,737.0%
TSLA vs TECH
+179.6%
+2,557.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +3.0% | -0.1% | +3.1% | +3.1% |
| 30D | +11.2% | +0.3% | +10.9% | +11.0% |
| 3M | -7.3% | +32.9% | -40.2% | -20.3% |
| 6M | -7.7% | +32.1% | -39.8% | -22.6% |
| YTD | -18.2% | +23.4% | -41.6% | -29.8% |
| 1Y | +6.0% | +34.1% | -28.1% | -14.4% |
| 3Y | +48.0% | +2.2% | +45.8% | +29.7% |
| 5Y | +46.2% | -41.8% | +88.0% | +75.6% |
| 10Y | +2,737.0% | +188.9% | +2,548.1% | +1,461.0% |
| All | +2,737.0% | +179.6% | +2,557.5% | +1,461.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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