+5.7%
TSLA vs TPG
+71.4%
-65.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.9% | +1.2% |
| 7D | -3.4% | -11.8% | +8.4% | +3.8% |
| 30D | +9.2% | -6.3% | +15.5% | +13.1% |
| 3M | -4.7% | +13.6% | -18.3% | -12.4% |
| 6M | -8.9% | +13.8% | -22.8% | -17.3% |
| YTD | -19.2% | -23.7% | +4.6% | -7.6% |
| 1Y | +4.5% | -18.2% | +22.7% | +12.6% |
| 3Y | +46.3% | +80.1% | -33.8% | -2.8% |
| All | +5.7% | +71.4% | -65.6% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling