+40.9%
TSLA vs TER
+203.3%
-162.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.5% | -11.4% | -8.3% |
| 7D | +1.5% | +0.6% | +0.9% | +1.0% |
| 30D | +10.1% | -8.3% | +18.4% | +12.9% |
| 3M | -15.4% | -12.2% | -3.2% | -14.5% |
| 6M | -12.8% | +17.1% | -29.8% | -27.0% |
| YTD | -21.3% | +84.7% | -105.9% | -49.4% |
| 1Y | +4.6% | +199.9% | -195.3% | -50.4% |
| 3Y | +44.5% | +232.8% | -188.2% | -43.0% |
| All | +40.9% | +203.3% | -162.3% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling