+3,125.8%
TSLA vs TSEM
+805.6%
+2,320.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.9% | +5.1% | +0.8% |
| 7D | +8.9% | +7.0% | +2.0% | +5.9% |
| 30D | +6.3% | -29.8% | +36.1% | +19.7% |
| 3M | +14.8% | -41.9% | +56.7% | +36.2% |
| 6M | -12.4% | -45.8% | +33.4% | +2.3% |
| YTD | -13.2% | +25.1% | -38.3% | -33.5% |
| 1Y | -2.9% | +48.2% | -51.2% | -31.9% |
| 3Y | +74.4% | +476.5% | -402.1% | -37.4% |
| 5Y | +13.3% | +301.4% | -288.2% | -53.3% |
| All | +3,125.8% | +805.6% | +2,320.2% | +764.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling