+74.4%
TSLA vs TRGP
+274.3%
-199.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -2.0% |
| 7D | +8.9% | +12.4% | -3.4% | +3.7% |
| 30D | +6.3% | +2.6% | +3.7% | +4.8% |
| 3M | +14.8% | +11.9% | +2.9% | +8.5% |
| 6M | -12.4% | +13.9% | -26.3% | -19.1% |
| YTD | -13.2% | +64.2% | -77.4% | -36.1% |
| 1Y | -2.9% | +78.5% | -81.4% | -32.5% |
| 3Y | +74.4% | +272.9% | -198.5% | -8.2% |
| All | +74.4% | +274.3% | -199.8% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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