-13.3%
TSLA vs TAP
+4.4%
-17.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.4% | -2.6% |
| 7D | -4.7% | +9.9% | -14.6% | -2.4% |
| 30D | +1.7% | +18.1% | -16.4% | +5.9% |
| 3M | +17.7% | +3.2% | +14.5% | +19.2% |
| 6M | -1.9% | +8.4% | -10.3% | +1.0% |
| YTD | -14.3% | -4.4% | -9.9% | -12.9% |
| 1Y | -13.3% | +3.2% | -16.5% | -10.5% |
| All | -13.3% | +4.4% | -17.7% | -10.5% |
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