+3,185.6%
TSLA vs TER
+1,060.7%
+2,125.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | +15.6% | +24.0% | -8.3% | +4.0% |
| 30D | +5.9% | -30.6% | +36.6% | +24.7% |
| 3M | +21.4% | -34.5% | +55.8% | +43.6% |
| 6M | -8.3% | -26.4% | +18.1% | -2.7% |
| YTD | -11.6% | +36.4% | -48.0% | -37.7% |
| 1Y | -7.7% | +47.4% | -55.1% | -38.1% |
| 3Y | +85.2% | +202.6% | -117.4% | -28.2% |
| 5Y | +15.4% | +83.9% | -68.5% | -40.7% |
| All | +3,185.6% | +1,060.7% | +2,125.0% | +612.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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