+2,737.0%
TSLA vs Z
-5.7%
+2,742.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +3.0% | -7.1% | +10.1% | +5.6% |
| 30D | +11.2% | -4.8% | +15.9% | +12.6% |
| 3M | -7.3% | -9.3% | +2.1% | -5.0% |
| 6M | -7.7% | -29.0% | +21.2% | +2.2% |
| YTD | -18.2% | -52.9% | +34.7% | +3.6% |
| 1Y | +6.0% | -63.1% | +69.1% | +45.1% |
| 3Y | +48.0% | -36.9% | +84.9% | +60.8% |
| 5Y | +46.2% | -65.5% | +111.7% | +77.9% |
| 10Y | +2,737.0% | -3.9% | +2,740.9% | +2,221.5% |
| All | +2,737.0% | -5.7% | +2,742.7% | +2,221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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