+3,125.8%
TSLA vs Z
-16.5%
+3,142.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -3.0% |
| 7D | +8.9% | +0.8% | +8.1% | +8.5% |
| 30D | +6.3% | +5.2% | +1.1% | +3.3% |
| 3M | +14.8% | -17.0% | +31.8% | +20.2% |
| 6M | -12.4% | -22.7% | +10.3% | -6.7% |
| YTD | -13.2% | -56.3% | +43.1% | +11.1% |
| 1Y | -2.9% | -57.7% | +54.7% | +25.1% |
| 3Y | +74.4% | -16.5% | +91.0% | +69.2% |
| 5Y | +13.3% | -53.4% | +66.7% | +27.4% |
| All | +3,125.8% | -16.5% | +3,142.3% | +2,531.8% |
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