+32.9%
TSLA vs TRI
-20.3%
+53.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.0% |
| 7D | -3.4% | -14.4% | +11.0% | -1.6% |
| 30D | +9.2% | -8.1% | +17.4% | +10.3% |
| 3M | -4.7% | +17.5% | -22.3% | -7.1% |
| 6M | -8.9% | -5.0% | -4.0% | -7.0% |
| YTD | -19.2% | -24.7% | +5.5% | -9.8% |
| 1Y | +4.5% | -41.5% | +46.0% | +30.6% |
| All | +32.9% | -20.3% | +53.2% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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