+38.0%
TSLA vs TPR
+292.1%
-254.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | -2.3% | +3.8% | +2.4% |
| 30D | +10.1% | -23.0% | +33.1% | +20.3% |
| 3M | -15.4% | -12.5% | -2.9% | -12.5% |
| 6M | -12.8% | -21.4% | +8.7% | -6.4% |
| YTD | -21.3% | -3.5% | -17.8% | -23.6% |
| 1Y | +4.6% | +17.4% | -12.8% | -8.3% |
| All | +38.0% | +292.1% | -254.0% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling