+2,664.3%
TSLA vs TRU
+147.2%
+2,517.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | +3.2% | -2.7% | +5.9% | +4.6% |
| 30D | +11.6% | -2.0% | +13.6% | +12.7% |
| 3M | -8.4% | +18.4% | -26.9% | -17.4% |
| 6M | -10.4% | +8.9% | -19.3% | -16.5% |
| YTD | -18.7% | -8.9% | -9.8% | -17.7% |
| 1Y | -0.9% | -15.9% | +15.0% | +3.6% |
| 3Y | +33.6% | -1.1% | +34.7% | +22.1% |
| 5Y | +48.9% | -35.2% | +84.1% | +69.5% |
| All | +2,664.3% | +147.2% | +2,517.1% | +1,795.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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