+3,125.8%
TSLA vs ZTS
+80.8%
+3,045.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.9% | -2.3% |
| 7D | +8.9% | +5.6% | +3.4% | +6.1% |
| 30D | +6.3% | +12.1% | -5.8% | 0.0% |
| 3M | +14.8% | +11.3% | +3.5% | +8.0% |
| 6M | -12.4% | +14.3% | -26.7% | -20.0% |
| YTD | -13.2% | -31.9% | +18.6% | +2.0% |
| 1Y | -2.9% | -29.3% | +26.3% | +11.2% |
| 3Y | +74.4% | -48.0% | +122.5% | +127.7% |
| 5Y | +13.3% | -58.9% | +72.2% | +71.7% |
| All | +3,125.8% | +80.8% | +3,045.0% | +2,072.7% |
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