+22,994.0%
TSLA vs TSCO
+1,253.6%
+21,740.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +1.5% |
| 7D | +3.0% | -2.5% | +5.5% | +4.0% |
| 30D | +11.2% | -1.1% | +12.3% | +11.4% |
| 3M | -7.3% | +14.3% | -21.5% | -13.2% |
| 6M | -7.7% | -31.9% | +24.1% | +7.0% |
| YTD | -18.2% | -30.7% | +12.5% | -6.6% |
| 1Y | +6.0% | -41.1% | +47.1% | +29.9% |
| 3Y | +48.0% | -17.1% | +65.2% | +50.3% |
| 5Y | +46.2% | -7.5% | +53.7% | +39.4% |
| 10Y | +2,737.0% | +192.6% | +2,544.4% | +1,495.4% |
| All | +22,994.0% | +1,253.6% | +21,740.4% | +5,043.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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