+33.6%
TSLA vs TRV
+146.6%
-113.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | +3.2% | +1.9% | +1.3% | +3.0% |
| 30D | +11.6% | +1.7% | +9.9% | +11.4% |
| 3M | -8.4% | +23.9% | -32.3% | -12.1% |
| 6M | -10.4% | +26.3% | -36.7% | -14.5% |
| YTD | -18.7% | +30.8% | -49.6% | -23.3% |
| 1Y | -0.9% | +36.3% | -37.2% | -7.9% |
| 3Y | +33.6% | +145.0% | -111.4% | +21.2% |
| All | +33.6% | +146.6% | -113.0% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling