+2,664.3%
TSLA vs TROW
+130.0%
+2,534.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.3% |
| 7D | +3.2% | -3.2% | +6.4% | +5.4% |
| 30D | +11.6% | -4.6% | +16.2% | +15.2% |
| 3M | -8.4% | -0.7% | -7.8% | -8.3% |
| 6M | -10.4% | +22.2% | -32.6% | -22.0% |
| YTD | -18.7% | +6.6% | -25.4% | -22.9% |
| 1Y | -0.9% | +5.8% | -6.7% | -5.7% |
| 3Y | +33.6% | +11.6% | +22.0% | +23.0% |
| 5Y | +48.9% | -38.9% | +87.8% | +89.3% |
| All | +2,664.3% | +130.0% | +2,534.3% | +2,348.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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