+15.5%
TSLA vs TPR
+230.3%
-214.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | +8.9% | -0.3% | +9.2% | +9.1% |
| 30D | +6.3% | +15.1% | -8.8% | -0.5% |
| 3M | +14.8% | +3.5% | +11.3% | +11.6% |
| 6M | -12.4% | +0.4% | -12.8% | -15.1% |
| YTD | -13.2% | +4.6% | -17.8% | -19.3% |
| 1Y | -2.9% | +33.1% | -36.0% | -19.9% |
| 3Y | +74.4% | +396.0% | -321.5% | -28.2% |
| All | +15.5% | +230.3% | -214.8% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling