+2,568.3%
TSLA vs USB
+93.8%
+2,474.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.1% | -8.7% | -9.8% |
| 7D | -14.8% | -1.5% | -13.3% | -14.1% |
| 30D | -9.7% | +4.3% | -14.0% | -11.6% |
| 3M | +6.9% | -6.1% | +13.0% | +9.8% |
| 6M | -11.7% | +9.4% | -21.1% | -15.9% |
| YTD | -23.6% | +15.2% | -38.7% | -29.2% |
| 1Y | -25.6% | +32.8% | -58.4% | -35.8% |
| 3Y | +56.3% | +91.3% | -35.0% | +16.4% |
| 5Y | -15.6% | +22.7% | -38.3% | -26.9% |
| All | +2,568.3% | +93.8% | +2,474.4% | +2,248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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