+6.0%
TSLA vs TER
+223.1%
-217.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.8% |
| 7D | +3.0% | +12.4% | -9.3% | +0.3% |
| 30D | +11.2% | +5.1% | +6.0% | +9.3% |
| 3M | -7.3% | +4.0% | -11.2% | -9.9% |
| 6M | -7.7% | +29.5% | -37.3% | -16.0% |
| YTD | -18.2% | +98.5% | -116.7% | -32.3% |
| 1Y | +6.0% | +234.1% | -228.1% | -16.7% |
| All | +6.0% | +223.1% | -217.0% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling