+23,015.9%
TSLA vs TNA
+633.1%
+22,382.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.5% |
| 7D | +3.4% | +4.1% | -0.7% | +1.8% |
| 30D | +12.0% | -7.6% | +19.7% | +15.4% |
| 3M | -10.0% | +8.1% | -18.1% | -12.6% |
| 6M | -7.2% | +49.0% | -56.2% | -21.3% |
| YTD | -18.1% | +51.7% | -69.9% | -31.7% |
| 1Y | +6.3% | +59.6% | -53.3% | -14.2% |
| 3Y | +48.2% | +118.9% | -70.7% | -1.5% |
| 5Y | +46.5% | -19.2% | +65.7% | +28.7% |
| 10Y | +2,698.1% | +77.2% | +2,620.9% | +1,301.5% |
| All | +23,015.9% | +633.1% | +22,382.9% | +5,907.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling