+2,664.3%
TSLA vs TSEM
+1,313.0%
+1,351.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | -0.1% |
| 7D | +3.2% | -4.9% | +8.1% | +5.1% |
| 30D | +11.6% | -18.7% | +30.3% | +19.6% |
| 3M | -8.4% | -18.1% | +9.7% | -5.5% |
| 6M | -10.4% | +77.1% | -87.5% | -36.4% |
| YTD | -18.7% | +80.1% | -98.9% | -44.2% |
| 1Y | -0.9% | +220.4% | -221.3% | -48.9% |
| 3Y | +33.6% | +650.1% | -616.5% | -54.9% |
| 5Y | +48.9% | +628.9% | -580.0% | -50.4% |
| All | +2,664.3% | +1,313.0% | +1,351.3% | +634.1% |
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