+33.6%
TSLA vs TMO
+19.5%
+14.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +3.2% | -0.6% | +3.9% | +3.4% |
| 30D | +11.6% | +1.1% | +10.5% | +11.2% |
| 3M | -8.4% | +28.3% | -36.8% | -16.4% |
| 6M | -10.4% | +23.3% | -33.7% | -17.2% |
| YTD | -18.7% | +5.5% | -24.2% | -20.0% |
| 1Y | -0.9% | +24.5% | -25.5% | -10.1% |
| 3Y | +33.6% | +19.6% | +14.0% | +18.5% |
| All | +33.6% | +19.5% | +14.1% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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