+119.6%
TSLA vs TEM
+98.6%
+21.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.2% |
| 7D | +1.5% | +5.1% | -3.6% | +0.4% |
| 30D | +3.4% | +16.8% | -13.4% | -0.5% |
| 3M | +17.4% | +42.6% | -25.2% | +5.9% |
| 6M | -12.2% | +63.9% | -76.1% | -24.1% |
| YTD | -13.1% | +34.5% | -47.6% | -22.6% |
| 1Y | -11.1% | +11.0% | -22.1% | -17.5% |
| All | +119.6% | +98.6% | +21.0% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling