+71.9%
TSLA vs TLN
+589.3%
-517.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.5% |
| 7D | +3.0% | +5.8% | -2.8% | +1.1% |
| 30D | +11.2% | -6.9% | +18.0% | +13.2% |
| 3M | -7.3% | -10.9% | +3.6% | -5.0% |
| 6M | -7.7% | -4.6% | -3.1% | -8.4% |
| YTD | -18.2% | -14.7% | -3.5% | -16.9% |
| 1Y | +6.0% | -17.9% | +23.9% | +8.6% |
| 3Y | +48.0% | +483.9% | -435.9% | +6.7% |
| All | +71.9% | +589.3% | -517.4% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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