+2,681.1%
TSLA vs USB
+92.8%
+2,588.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.5% |
| 7D | -10.4% | 0.0% | -10.4% | -10.4% |
| 30D | -5.2% | +5.8% | -11.0% | -7.8% |
| 3M | +12.1% | -6.0% | +18.1% | +15.0% |
| 6M | -10.2% | +7.8% | -17.9% | -13.8% |
| YTD | -20.3% | +14.6% | -34.9% | -26.1% |
| 1Y | -19.7% | +31.8% | -51.4% | -30.4% |
| 3Y | +63.4% | +91.5% | -28.2% | +21.7% |
| 5Y | -12.1% | +22.0% | -34.1% | -23.7% |
| All | +2,681.1% | +92.8% | +2,588.2% | +2,353.2% |
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