+2,650.1%
TSLA vs TRV
+298.6%
+2,351.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -3.4% | -1.5% | -1.9% | -2.9% |
| 30D | +9.2% | -1.8% | +11.0% | +9.9% |
| 3M | -4.7% | +21.6% | -26.3% | -12.0% |
| 6M | -8.9% | +22.5% | -31.4% | -16.5% |
| YTD | -19.2% | +28.1% | -47.3% | -27.4% |
| 1Y | +4.5% | +37.0% | -32.5% | -8.9% |
| 3Y | +46.3% | +141.9% | -95.6% | -0.3% |
| 5Y | +48.1% | +158.5% | -110.4% | -4.4% |
| All | +2,650.1% | +298.6% | +2,351.4% | +1,369.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling