+2,664.3%
TSLA vs TCOM
-9.8%
+2,674.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +3.2% | -4.9% | +8.1% | +4.8% |
| 30D | +11.6% | -14.4% | +26.0% | +16.9% |
| 3M | -8.4% | -17.7% | +9.2% | -3.6% |
| 6M | -10.4% | -25.1% | +14.7% | -2.9% |
| YTD | -18.7% | -45.7% | +27.0% | -3.3% |
| 1Y | -0.9% | -47.9% | +46.9% | +19.2% |
| 3Y | +33.6% | +8.9% | +24.6% | +19.5% |
| 5Y | +48.9% | +26.9% | +22.1% | +15.6% |
| All | +2,664.3% | -9.8% | +2,674.1% | +2,189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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