+4.6%
TSLA vs TAP
-14.5%
+19.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -6.0% |
| 7D | +1.5% | -2.3% | +3.8% | +1.1% |
| 30D | +10.1% | -2.1% | +12.3% | +9.7% |
| 3M | -15.4% | +6.6% | -22.0% | -13.8% |
| 6M | -12.8% | -11.5% | -1.3% | -14.1% |
| YTD | -21.3% | -10.3% | -11.0% | -21.6% |
| 1Y | +4.6% | -14.4% | +19.0% | +9.6% |
| All | +4.6% | -14.5% | +19.1% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling