+56.6%
TESL vs SPY
+121.9%
-65.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +7.0% | +0.1% | +6.9% | +7.1% |
| 3M | -21.2% | +2.0% | -23.2% | -22.6% |
| 6M | -9.1% | +13.0% | -22.1% | -24.2% |
| YTD | -21.2% | +13.5% | -34.8% | -34.7% |
| 1Y | -21.0% | +20.0% | -41.0% | -39.7% |
| 3Y | +119.1% | +77.2% | +41.9% | +0.4% |
| 5Y | +61.1% | +81.9% | -20.8% | -23.6% |
| All | +56.6% | +121.9% | -65.3% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling