-13.3%
TSLA vs TLT
-5.4%
-7.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.8% |
| 7D | -4.7% | +1.0% | -5.7% | -5.3% |
| 30D | +1.7% | +6.0% | -4.3% | -2.5% |
| 3M | +17.7% | -0.9% | +18.6% | +19.0% |
| 6M | -1.9% | -2.3% | +0.4% | -0.2% |
| YTD | -14.3% | -3.3% | -11.0% | -13.5% |
| 1Y | -13.3% | -5.6% | -7.7% | -12.1% |
| All | -13.3% | -5.4% | -7.9% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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