+3,009.1%
TSLA vs ZTS
+78.1%
+2,931.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +1.5% | -7.4% | +8.9% | +5.6% |
| 30D | +3.4% | +9.9% | -6.5% | -1.8% |
| 3M | +17.4% | +10.3% | +7.1% | +11.0% |
| 6M | -12.2% | +9.2% | -21.4% | -18.0% |
| YTD | -13.1% | -32.9% | +19.8% | +3.0% |
| 1Y | -11.1% | -29.7% | +18.6% | +2.0% |
| 3Y | +82.1% | -49.0% | +131.1% | +140.0% |
| 5Y | +10.3% | -59.3% | +69.5% | +67.8% |
| 10Y | +3,009.1% | +78.9% | +2,930.2% | +1,966.4% |
| All | +3,009.1% | +78.1% | +2,931.0% | +1,966.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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