+3,185.6%
TSLA vs TAP
-47.7%
+3,233.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +15.6% | -6.3% | +22.0% | +17.0% |
| 30D | +5.9% | +2.7% | +3.2% | +5.1% |
| 3M | +21.4% | -3.7% | +25.1% | +21.7% |
| 6M | -8.3% | -2.0% | -6.3% | -8.7% |
| YTD | -11.6% | -12.3% | +0.7% | -10.4% |
| 1Y | -7.7% | -10.1% | +2.4% | -7.1% |
| 3Y | +85.2% | -25.3% | +110.4% | +92.9% |
| 5Y | +15.4% | -1.9% | +17.3% | +12.1% |
| All | +3,185.6% | -47.7% | +3,233.3% | +3,486.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling