+22,131.9%
TSLA vs TECK
+202.5%
+21,929.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -6.0% |
| 7D | +1.5% | -0.3% | +1.9% | +1.6% |
| 30D | +10.1% | +4.6% | +5.5% | +8.7% |
| 3M | -15.4% | +2.8% | -18.2% | -16.4% |
| 6M | -12.8% | +24.9% | -37.7% | -18.5% |
| YTD | -21.3% | +44.7% | -66.0% | -29.7% |
| 1Y | +4.6% | +112.0% | -107.4% | -16.0% |
| 3Y | +44.5% | +67.6% | -23.1% | +22.0% |
| 5Y | +44.8% | +200.3% | -155.5% | +1.9% |
| 10Y | +2,585.4% | +358.2% | +2,227.2% | +1,418.3% |
| All | +22,131.9% | +202.5% | +21,929.4% | +14,218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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