+119.2%
TSLA vs TEM
+79.0%
+40.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.7% | +3.8% | -0.5% |
| 7D | +8.9% | -5.9% | +14.8% | +10.3% |
| 30D | +6.3% | +4.8% | +1.5% | +4.8% |
| 3M | +14.8% | +31.9% | -17.1% | +5.3% |
| 6M | -12.4% | +56.0% | -68.4% | -23.4% |
| YTD | -13.2% | +21.3% | -34.5% | -21.0% |
| 1Y | -2.9% | +5.4% | -8.3% | -8.9% |
| All | +119.2% | +79.0% | +40.2% | +72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling