+2,973.5%
TSLA vs Z
-19.5%
+2,993.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +2.3% |
| 7D | -4.7% | -6.5% | +1.8% | -2.7% |
| 30D | -0.8% | -0.1% | -0.7% | -1.8% |
| 3M | +14.8% | -14.1% | +28.9% | +18.7% |
| 6M | -11.3% | -30.1% | +18.7% | -2.3% |
| YTD | -15.6% | -57.5% | +42.0% | +9.3% |
| 1Y | -14.7% | -60.3% | +45.6% | +12.7% |
| 3Y | +76.9% | -21.0% | +98.0% | +74.9% |
| 5Y | +6.7% | -54.9% | +61.6% | +21.4% |
| 10Y | +2,973.5% | -16.0% | +2,989.5% | +2,400.3% |
| All | +2,973.5% | -19.5% | +2,993.0% | +2,400.3% |
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