-13.3%
TSLA vs TNA
+37.5%
-50.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.7% | -5.1% |
| 7D | -4.7% | +2.4% | -7.1% | -5.8% |
| 30D | +1.7% | -0.9% | +2.6% | +1.7% |
| 3M | +17.7% | -19.2% | +36.9% | +27.7% |
| 6M | -1.9% | -0.8% | -1.0% | -1.5% |
| YTD | -14.3% | +33.2% | -47.6% | -23.3% |
| 1Y | -13.3% | +38.5% | -51.8% | -24.9% |
| All | -13.3% | +37.5% | -50.8% | -24.9% |
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