-14.7%
TSLA vs TLN
-8.6%
-6.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -4.7% | +1.1% | -5.8% | -5.1% |
| 30D | -0.8% | -4.6% | +3.8% | +0.1% |
| 3M | +14.8% | +5.2% | +9.5% | +12.1% |
| 6M | -11.3% | -6.5% | -4.8% | -11.6% |
| YTD | -15.6% | -3.6% | -11.9% | -18.6% |
| 1Y | -14.7% | -8.2% | -6.5% | -15.9% |
| All | -14.7% | -8.6% | -6.1% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling