+4.6%
TSLA vs TEM
-15.5%
+20.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.9% | -5.9% |
| 7D | +1.5% | +0.9% | +0.6% | +1.3% |
| 30D | +10.1% | +38.4% | -28.3% | +1.2% |
| 3M | -15.4% | +23.7% | -39.0% | -20.5% |
| 6M | -12.8% | +26.0% | -38.8% | -19.3% |
| YTD | -21.3% | +9.4% | -30.7% | -26.2% |
| 1Y | +4.6% | -17.3% | +21.9% | +5.7% |
| All | +4.6% | -15.5% | +20.1% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling