+34.4%
TSLA vs TD
+123.9%
-89.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.9% |
| 7D | +3.0% | -1.9% | +4.9% | +4.9% |
| 30D | +11.2% | -1.6% | +12.8% | +12.6% |
| 3M | -7.3% | +4.6% | -11.9% | -10.8% |
| 6M | -7.7% | +26.8% | -34.6% | -25.3% |
| YTD | -18.2% | +28.3% | -46.5% | -34.6% |
| 1Y | +6.0% | +60.4% | -54.4% | -30.6% |
| All | +34.4% | +123.9% | -89.5% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling