+2,664.3%
TSLA vs TNA
+86.1%
+2,578.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +3.2% | -7.3% | +10.5% | +6.3% |
| 30D | +11.6% | -14.2% | +25.8% | +18.5% |
| 3M | -8.4% | -4.6% | -3.9% | -6.7% |
| 6M | -10.4% | +36.9% | -47.3% | -22.0% |
| YTD | -18.7% | +42.5% | -61.3% | -31.1% |
| 1Y | -0.9% | +45.8% | -46.7% | -17.9% |
| 3Y | +33.6% | +104.7% | -71.1% | -10.7% |
| 5Y | +48.9% | -21.7% | +70.6% | +29.8% |
| All | +2,664.3% | +86.1% | +2,578.2% | +1,454.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling