+47.6%
TSLA vs TRGP
+628.1%
-580.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +11.6% | +8.0% | +3.5% | +7.5% |
| 3M | -8.4% | +8.3% | -16.7% | -12.6% |
| 6M | -10.4% | +23.9% | -34.3% | -20.8% |
| YTD | -18.7% | +59.6% | -78.4% | -37.1% |
| 1Y | -0.9% | +79.4% | -80.3% | -28.6% |
| 3Y | +33.6% | +269.4% | -235.9% | -30.5% |
| All | +47.6% | +628.1% | -580.5% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling