+48.2%
TSLA vs TAP
-31.5%
+79.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.1% | +4.5% |
| 7D | +3.4% | -2.3% | +5.7% | +3.6% |
| 30D | +12.0% | -9.4% | +21.4% | +13.3% |
| 3M | -10.0% | -0.8% | -9.2% | -10.3% |
| 6M | -7.2% | -14.7% | +7.5% | -4.9% |
| YTD | -18.1% | -13.9% | -4.2% | -16.7% |
| 1Y | +6.3% | -18.6% | +24.9% | +9.8% |
| 3Y | +48.2% | -32.0% | +80.2% | +61.7% |
| All | +48.2% | -31.5% | +79.6% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling