+49.9%
TSLA vs TAP
-2.5%
+52.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +3.0% | -5.1% | +8.1% | +3.9% |
| 30D | +11.2% | -8.4% | +19.6% | +12.7% |
| 3M | -7.3% | -3.9% | -3.4% | -7.0% |
| 6M | -7.7% | -14.4% | +6.6% | -5.4% |
| YTD | -18.2% | -14.7% | -3.5% | -16.4% |
| 1Y | +6.0% | -18.7% | +24.7% | +9.3% |
| 3Y | +48.0% | -32.6% | +80.7% | +59.1% |
| All | +49.9% | -2.5% | +52.4% | +46.0% |
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