+6.3%
TSLA vs TPG
+74.1%
-67.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.4% |
| 7D | +3.2% | -9.4% | +12.6% | +9.1% |
| 30D | +11.6% | -5.3% | +16.8% | +14.8% |
| 3M | -8.4% | +12.9% | -21.4% | -15.6% |
| 6M | -10.4% | +20.1% | -30.5% | -21.1% |
| YTD | -18.7% | -22.5% | +3.8% | -8.0% |
| 1Y | -0.9% | -19.7% | +18.8% | +8.1% |
| 3Y | +33.6% | +81.2% | -47.6% | -11.6% |
| All | +6.3% | +74.1% | -67.9% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling