+22,391.8%
TSLA vs TAP
+42.0%
+22,349.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +5.5% |
| 7D | -10.4% | +0.5% | -10.9% | -10.7% |
| 30D | -5.2% | +9.1% | -14.3% | -8.0% |
| 3M | +12.1% | -3.8% | +15.9% | +12.6% |
| 6M | -10.2% | -3.4% | -6.7% | -10.4% |
| YTD | -20.3% | -10.6% | -9.7% | -19.3% |
| 1Y | -19.7% | -4.4% | -15.3% | -20.7% |
| 3Y | +63.4% | -24.4% | +87.7% | +71.8% |
| 5Y | -12.1% | +2.1% | -14.1% | -17.9% |
| 10Y | +2,719.7% | -48.7% | +2,768.5% | +3,239.4% |
| All | +22,391.8% | +42.0% | +22,349.8% | +12,520.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling