+2,664.3%
TSLA vs ZBRA
+435.2%
+2,229.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.4% |
| 7D | +3.2% | -3.4% | +6.6% | +4.9% |
| 30D | +11.6% | -7.4% | +19.0% | +15.8% |
| 3M | -8.4% | +57.5% | -66.0% | -29.7% |
| 6M | -10.4% | +64.0% | -74.4% | -33.6% |
| YTD | -18.7% | +44.3% | -63.0% | -36.5% |
| 1Y | -0.9% | +10.9% | -11.8% | -11.6% |
| 3Y | +33.6% | +37.5% | -3.9% | +2.8% |
| 5Y | +48.9% | -39.7% | +88.6% | +70.3% |
| All | +2,664.3% | +435.2% | +2,229.1% | +1,239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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