-7.6%
TSLA vs TAP
+2.0%
-9.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +4.9% |
| 7D | -10.4% | +0.5% | -10.9% | -10.5% |
| 30D | -5.2% | +9.1% | -14.3% | -6.7% |
| 3M | +12.1% | -3.8% | +15.9% | +12.5% |
| 6M | -10.2% | -3.4% | -6.7% | -10.1% |
| YTD | -20.3% | -10.6% | -9.7% | -19.4% |
| 1Y | -19.7% | -4.4% | -15.3% | -20.4% |
| 3Y | +63.4% | -24.4% | +87.7% | +70.8% |
| All | -7.6% | +2.0% | -9.5% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling