+24,401.0%
TSLA vs TSEM
+580.0%
+23,821.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.9% | +5.1% | +0.2% |
| 7D | +8.9% | +7.0% | +2.0% | +6.6% |
| 30D | +6.3% | -29.8% | +36.1% | +16.7% |
| 3M | +14.8% | -41.9% | +56.7% | +31.3% |
| 6M | -12.4% | -45.8% | +33.4% | -0.7% |
| YTD | -13.2% | +25.1% | -38.3% | -26.7% |
| 1Y | -2.9% | +48.2% | -51.2% | -22.8% |
| 3Y | +74.4% | +476.5% | -402.1% | -9.8% |
| 5Y | +13.3% | +301.4% | -288.2% | -35.8% |
| 10Y | +3,004.2% | +812.9% | +2,191.3% | +1,312.0% |
| All | +24,401.0% | +580.0% | +23,821.0% | +11,659.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling