+106.6%
TSLA vs TEM
+53.2%
+53.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +1.0% |
| 7D | +3.0% | -1.1% | +4.1% | +3.3% |
| 30D | +11.2% | +11.3% | -0.1% | +7.6% |
| 3M | -7.3% | +25.5% | -32.8% | -13.2% |
| 6M | -7.7% | +17.1% | -24.9% | -13.3% |
| YTD | -18.2% | +3.8% | -22.0% | -21.7% |
| 1Y | +6.0% | -24.4% | +30.4% | +8.1% |
| All | +106.6% | +53.2% | +53.4% | +70.6% |
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