+22,391.8%
TSLA vs TPR
+432.4%
+21,959.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.6% |
| 7D | -10.4% | +14.2% | -24.6% | -14.8% |
| 30D | -5.2% | +17.1% | -22.3% | -10.8% |
| 3M | +12.1% | -17.7% | +29.8% | +17.5% |
| 6M | -10.2% | -10.2% | 0.0% | -9.2% |
| YTD | -20.3% | +4.9% | -25.3% | -24.4% |
| 1Y | -19.7% | +36.1% | -55.8% | -30.6% |
| 3Y | +63.4% | +416.5% | -353.1% | -12.8% |
| 5Y | -12.1% | +254.8% | -266.9% | -48.1% |
| 10Y | +2,719.7% | +391.7% | +2,328.0% | +1,188.1% |
| All | +22,391.8% | +432.4% | +21,959.4% | +8,556.9% |
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