+22,131.9%
TSLA vs TLT
+31.4%
+22,100.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -5.9% |
| 7D | +1.5% | -0.4% | +2.0% | +1.4% |
| 30D | +10.1% | -0.6% | +10.7% | +9.9% |
| 3M | -15.4% | -2.7% | -12.7% | -16.2% |
| 6M | -12.8% | -5.6% | -7.1% | -14.6% |
| YTD | -21.3% | -2.8% | -18.5% | -22.1% |
| 1Y | +4.6% | -1.4% | +6.0% | +4.1% |
| 3Y | +44.5% | -1.6% | +46.1% | +43.2% |
| 5Y | +44.8% | -33.8% | +78.6% | +16.2% |
| 10Y | +2,585.4% | -21.1% | +2,606.6% | +2,341.8% |
| All | +22,131.9% | +31.4% | +22,100.5% | +30,964.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling