+2,698.1%
TSLA vs TLT
-21.3%
+2,719.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.4% | +0.4% | +3.0% | +3.4% |
| 30D | +12.0% | -0.3% | +12.3% | +12.0% |
| 3M | -10.0% | -1.7% | -8.2% | -10.1% |
| 6M | -7.2% | -4.9% | -2.3% | -7.7% |
| YTD | -18.1% | -2.8% | -15.3% | -18.4% |
| 1Y | +6.3% | -4.2% | +10.5% | +5.8% |
| 3Y | +48.2% | -1.1% | +49.3% | +47.4% |
| 5Y | +46.5% | -33.7% | +80.2% | +26.2% |
| 10Y | +2,698.1% | -20.7% | +2,718.8% | +2,539.6% |
| All | +2,698.1% | -21.3% | +2,719.4% | +2,539.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling