+4.5%
TSLA vs TSEM
+220.1%
-215.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.8% | -0.5% |
| 7D | -3.4% | +0.9% | -4.3% | -3.7% |
| 30D | +9.2% | -16.6% | +25.9% | +12.4% |
| 3M | -4.7% | -10.9% | +6.2% | -4.5% |
| 6M | -8.9% | +78.0% | -87.0% | -18.8% |
| YTD | -19.2% | +77.2% | -96.4% | -28.6% |
| 1Y | +4.5% | +207.6% | -203.0% | -22.2% |
| All | +4.5% | +220.1% | -215.6% | -22.2% |
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