+48.1%
TSLA vs TNA
-26.1%
+74.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | +0.3% |
| 7D | -3.4% | -7.6% | +4.2% | +0.1% |
| 30D | +9.2% | -13.6% | +22.9% | +16.8% |
| 3M | -4.7% | +2.8% | -7.6% | -6.1% |
| 6M | -8.9% | +34.5% | -43.4% | -22.1% |
| YTD | -19.2% | +41.0% | -60.2% | -33.2% |
| 1Y | +4.5% | +52.0% | -47.5% | -18.3% |
| 3Y | +46.3% | +103.5% | -57.2% | -11.3% |
| 5Y | +48.1% | -22.5% | +70.7% | +25.1% |
| All | +48.1% | -26.1% | +74.2% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling