+2,698.1%
TSLA vs TPR
+305.2%
+2,392.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.7% | +5.2% |
| 7D | +3.4% | -3.4% | +6.8% | +4.5% |
| 30D | +12.0% | -27.3% | +39.4% | +23.2% |
| 3M | -10.0% | -16.2% | +6.3% | -5.8% |
| 6M | -7.2% | -17.9% | +10.7% | -2.8% |
| YTD | -18.1% | -7.1% | -11.0% | -18.3% |
| 1Y | +6.3% | +13.6% | -7.3% | -1.5% |
| 3Y | +48.2% | +293.7% | -245.6% | -10.9% |
| 5Y | +46.5% | +239.1% | -192.6% | -9.7% |
| 10Y | +2,698.1% | +311.2% | +2,387.0% | +1,369.1% |
| All | +2,698.1% | +305.2% | +2,392.9% | +1,369.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TPR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling