+48.1%
TSLA vs TCOM
+21.5%
+26.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | -3.4% | -6.5% | +3.1% | -1.7% |
| 30D | +9.2% | -16.2% | +25.5% | +14.3% |
| 3M | -4.7% | -19.3% | +14.6% | +0.2% |
| 6M | -8.9% | -27.2% | +18.3% | -1.5% |
| YTD | -19.2% | -46.2% | +27.0% | -5.7% |
| 1Y | +4.5% | -46.6% | +51.2% | +22.1% |
| 3Y | +46.3% | +8.4% | +37.9% | +33.2% |
| 5Y | +48.1% | +25.8% | +22.3% | +13.3% |
| All | +48.1% | +21.5% | +26.6% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling