+2,664.3%
TSLA vs TDG
+547.7%
+2,116.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.1% |
| 7D | +3.2% | -1.9% | +5.1% | +4.1% |
| 30D | +11.6% | -7.7% | +19.3% | +15.9% |
| 3M | -8.4% | -9.3% | +0.9% | -4.7% |
| 6M | -10.4% | -9.4% | -1.0% | -7.3% |
| YTD | -18.7% | -14.3% | -4.5% | -14.1% |
| 1Y | -0.9% | -11.8% | +10.9% | +2.5% |
| 3Y | +33.6% | +52.0% | -18.4% | +4.8% |
| 5Y | +48.9% | +128.8% | -79.9% | -4.4% |
| All | +2,664.3% | +547.7% | +2,116.6% | +1,069.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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