+23,636.9%
TSLA vs TLT
+31.5%
+23,605.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.6% |
| 7D | -6.4% | +0.3% | -6.7% | -6.3% |
| 30D | -1.2% | +5.1% | -6.3% | +0.4% |
| 3M | +15.1% | -0.2% | +15.2% | +15.0% |
| 6M | -11.7% | -2.9% | -8.8% | -12.7% |
| YTD | -15.9% | -2.7% | -13.3% | -16.8% |
| 1Y | -12.0% | -4.6% | -7.4% | -13.5% |
| 3Y | +80.0% | +6.1% | +74.0% | +84.8% |
| 5Y | +10.8% | -35.1% | +46.0% | -12.3% |
| 10Y | +2,883.7% | -12.5% | +2,896.1% | +2,819.9% |
| All | +23,636.9% | +31.5% | +23,605.4% | +33,091.3% |
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