+33.6%
TSLA vs TDY
+46.9%
-13.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.2% |
| 7D | +3.2% | -1.1% | +4.3% | +3.9% |
| 30D | +11.6% | -12.0% | +23.6% | +20.7% |
| 3M | -8.4% | -3.2% | -5.2% | -6.7% |
| 6M | -10.4% | -7.9% | -2.5% | -6.3% |
| YTD | -18.7% | +18.2% | -37.0% | -28.1% |
| 1Y | -0.9% | +6.7% | -7.6% | -6.4% |
| 3Y | +33.6% | +47.5% | -14.0% | +2.4% |
| All | +33.6% | +46.9% | -13.3% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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