+46.2%
TSLA vs TSEM
+654.3%
-608.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +3.0% | +4.7% | -1.7% | +1.1% |
| 30D | +11.2% | -14.2% | +25.4% | +16.1% |
| 3M | -7.3% | -5.0% | -2.2% | -9.7% |
| 6M | -7.7% | +87.6% | -95.3% | -34.9% |
| YTD | -18.2% | +84.4% | -102.7% | -43.3% |
| 1Y | +6.0% | +235.4% | -229.4% | -46.3% |
| 3Y | +48.0% | +668.0% | -620.0% | -51.0% |
| 5Y | +46.2% | +644.7% | -598.6% | -48.3% |
| All | +46.2% | +654.3% | -608.2% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling