+22,131.9%
TSLA vs TPR
+389.7%
+21,742.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | -2.3% | +3.8% | +2.3% |
| 30D | +10.1% | -23.0% | +33.1% | +19.1% |
| 3M | -15.4% | -12.5% | -2.9% | -12.5% |
| 6M | -12.8% | -21.4% | +8.7% | -7.0% |
| YTD | -21.3% | -3.5% | -17.8% | -22.4% |
| 1Y | +4.6% | +17.4% | -12.8% | -4.2% |
| 3Y | +44.5% | +291.3% | -246.7% | -14.6% |
| 5Y | +44.8% | +241.9% | -197.1% | -12.6% |
| 10Y | +2,585.4% | +322.7% | +2,262.7% | +1,205.3% |
| All | +22,131.9% | +389.7% | +21,742.2% | +8,787.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling