+2,664.3%
TSLA vs WMT
+436.6%
+2,227.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +11.6% | -7.4% | +19.0% | +14.8% |
| 3M | -8.4% | -10.9% | +2.4% | -4.7% |
| 6M | -10.4% | -12.7% | +2.3% | -6.6% |
| YTD | -18.7% | -3.2% | -15.5% | -19.7% |
| 1Y | -0.9% | +5.3% | -6.2% | -6.4% |
| 3Y | +33.6% | +101.9% | -68.3% | -4.8% |
| 5Y | +48.9% | +134.6% | -85.7% | -1.9% |
| All | +2,664.3% | +436.6% | +2,227.7% | +1,298.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 WMT 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