+41.1%
TSLA vs TLT
-33.4%
+74.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -5.9% |
| 7D | +1.5% | -0.4% | +2.0% | +1.6% |
| 30D | +10.1% | -0.6% | +10.7% | +10.2% |
| 3M | -15.4% | -2.7% | -12.7% | -15.1% |
| 6M | -12.8% | -5.6% | -7.1% | -12.2% |
| YTD | -21.3% | -2.8% | -18.5% | -21.0% |
| 1Y | +4.6% | -1.4% | +6.0% | +4.7% |
| 3Y | +44.5% | -1.6% | +46.1% | +43.1% |
| All | +41.1% | -33.4% | +74.5% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling