+98.9%
TSLA vs TEM
+61.6%
+37.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.5% |
| 1Y | +4.6% | -17.3% | +21.9% | +4.5% |
| All | +98.9% | +61.6% | +37.4% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling