+2,664.3%
TSLA vs TD
+306.3%
+2,358.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | +3.2% | -0.5% | +3.8% | +3.6% |
| 30D | +11.6% | -1.9% | +13.5% | +13.1% |
| 3M | -8.4% | +4.8% | -13.2% | -11.6% |
| 6M | -10.4% | +28.0% | -38.4% | -26.0% |
| YTD | -18.7% | +30.3% | -49.0% | -33.9% |
| 1Y | -0.9% | +59.8% | -60.7% | -31.2% |
| 3Y | +33.6% | +124.7% | -91.1% | -28.9% |
| 5Y | +48.9% | +127.0% | -78.1% | -20.3% |
| All | +2,664.3% | +306.3% | +2,358.0% | +1,064.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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