+47.6%
TSLA vs TDY
+39.0%
+8.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.4% |
| 7D | +3.2% | -1.1% | +4.3% | +4.0% |
| 30D | +11.6% | -12.0% | +23.6% | +22.6% |
| 3M | -8.4% | -3.2% | -5.2% | -6.4% |
| 6M | -10.4% | -7.9% | -2.5% | -5.3% |
| YTD | -18.7% | +18.2% | -37.0% | -30.2% |
| 1Y | -0.9% | +6.7% | -7.6% | -8.0% |
| 3Y | +33.6% | +47.5% | -14.0% | -6.2% |
| All | +47.6% | +39.0% | +8.5% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling