+4.6%
TSLA vs TNA
+70.0%
-65.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.2% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +10.1% | -4.9% | +15.0% | +12.3% |
| 3M | -15.4% | +0.4% | -15.8% | -15.5% |
| 6M | -12.8% | +32.5% | -45.3% | -21.6% |
| YTD | -21.3% | +53.7% | -75.0% | -33.0% |
| 1Y | +4.6% | +65.1% | -60.5% | -9.9% |
| All | +4.6% | +70.0% | -65.4% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling