+32.9%
TSLA vs TSCO
-18.6%
+51.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.9% |
| 7D | -3.4% | -3.1% | -0.3% | -2.8% |
| 30D | +9.2% | -4.4% | +13.6% | +10.1% |
| 3M | -4.7% | +9.7% | -14.4% | -6.8% |
| 6M | -8.9% | -32.4% | +23.5% | +1.7% |
| YTD | -19.2% | -31.7% | +12.5% | -10.6% |
| 1Y | +4.5% | -41.3% | +45.8% | +21.6% |
| All | +32.9% | -18.6% | +51.5% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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