+22,994.0%
TSLA vs TMO
+1,174.1%
+21,819.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | +3.0% | -0.5% | +3.5% | +3.3% |
| 30D | +11.2% | +1.0% | +10.2% | +10.4% |
| 3M | -7.3% | +22.7% | -30.0% | -19.5% |
| 6M | -7.7% | +19.0% | -26.7% | -19.3% |
| YTD | -18.2% | +4.7% | -23.0% | -22.9% |
| 1Y | +6.0% | +26.0% | -20.0% | -11.9% |
| 3Y | +48.0% | +18.0% | +30.0% | +23.9% |
| 5Y | +46.2% | +8.0% | +38.2% | +29.1% |
| 10Y | +2,737.0% | +333.8% | +2,403.2% | +908.2% |
| All | +22,994.0% | +1,174.1% | +21,819.9% | +3,909.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling