+3,125.8%
TSLA vs TECH
+187.6%
+2,938.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | +6.3% | +0.4% | +5.9% | +6.1% |
| 3M | +14.8% | +1.0% | +13.8% | +14.3% |
| 6M | -12.4% | +62.7% | -75.0% | -32.0% |
| YTD | -13.2% | +24.3% | -37.6% | -25.9% |
| 1Y | -2.9% | +20.5% | -23.4% | -16.0% |
| 3Y | +74.4% | +29.3% | +45.1% | +31.9% |
| 5Y | +13.3% | -41.0% | +54.3% | +36.1% |
| All | +3,125.8% | +187.6% | +2,938.3% | +1,613.0% |
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