+33.6%
TSLA vs TPG
+81.8%
-48.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.4% |
| 7D | +3.2% | -9.4% | +12.6% | +9.2% |
| 30D | +11.6% | -5.3% | +16.8% | +14.8% |
| 3M | -8.4% | +12.9% | -21.4% | -15.7% |
| 6M | -10.4% | +20.1% | -30.5% | -21.4% |
| YTD | -18.7% | -22.5% | +3.8% | -6.8% |
| 1Y | -0.9% | -19.7% | +18.8% | +9.0% |
| 3Y | +33.6% | +81.2% | -47.6% | -17.7% |
| All | +33.6% | +81.8% | -48.2% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 3y: compounded portfolio wealth divided by compounded TPG 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…
3y analysis · Full analysis span regression · 6 months rolling