+63.4%
TSLA vs TLT
+6.6%
+56.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -10.4% | +0.1% | -10.5% | -10.4% |
| 30D | -5.2% | +6.2% | -11.4% | -7.1% |
| 3M | +12.1% | +0.1% | +12.1% | +12.1% |
| 6M | -10.2% | -3.0% | -7.2% | -9.3% |
| YTD | -20.3% | -2.7% | -17.6% | -19.7% |
| 1Y | -19.7% | -4.8% | -14.8% | -18.5% |
| 3Y | +63.4% | +6.9% | +56.5% | +52.2% |
| All | +63.4% | +6.6% | +56.8% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling