-13.3%
TSLA vs TSEM
+79.9%
-93.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.7% | +5.4% | -1.9% |
| 7D | -4.7% | -23.1% | +18.4% | -0.6% |
| 30D | +1.7% | -40.4% | +42.1% | +10.2% |
| 3M | +17.7% | -37.9% | +55.5% | +25.5% |
| 6M | -1.9% | -30.8% | +28.9% | +1.8% |
| YTD | -14.3% | +26.7% | -41.1% | -19.2% |
| 1Y | -13.3% | +80.5% | -93.8% | -27.9% |
| All | -13.3% | +79.9% | -93.2% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling