+3,125.8%
TSLA vs TD
+300.0%
+2,825.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +8.9% | +1.1% | +7.8% | +8.0% |
| 30D | +6.3% | +5.2% | +1.1% | +2.2% |
| 3M | +14.8% | +1.2% | +13.6% | +13.5% |
| 6M | -12.4% | +17.7% | -30.1% | -22.8% |
| YTD | -13.2% | +34.2% | -47.5% | -31.2% |
| 1Y | -2.9% | +55.4% | -58.4% | -31.4% |
| 3Y | +74.4% | +130.4% | -56.0% | -9.4% |
| 5Y | +13.3% | +101.8% | -88.5% | -34.7% |
| All | +3,125.8% | +300.0% | +2,825.8% | +1,128.5% |
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