+3,185.6%
TSLA vs USB
+82.2%
+3,103.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +15.6% | +1.2% | +14.4% | +15.0% |
| 30D | +5.9% | +6.3% | -0.4% | +2.8% |
| 3M | +21.4% | -6.1% | +27.5% | +24.7% |
| 6M | -8.3% | +13.0% | -21.3% | -13.9% |
| YTD | -11.6% | +16.6% | -28.2% | -18.7% |
| 1Y | -7.7% | +31.1% | -38.8% | -19.9% |
| 3Y | +85.2% | +100.9% | -15.7% | +34.8% |
| 5Y | +15.4% | +24.5% | -9.1% | -0.9% |
| All | +3,185.6% | +82.2% | +3,103.4% | +2,455.4% |
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