+22,131.9%
TSLA vs TSEM
+929.4%
+21,202.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +7.8% | -13.8% | -8.2% |
| 7D | +1.5% | +6.9% | -5.4% | -0.7% |
| 30D | +10.1% | +5.3% | +4.8% | +7.3% |
| 3M | -15.4% | -14.9% | -0.5% | -14.1% |
| 6M | -12.8% | +80.0% | -92.8% | -31.6% |
| YTD | -21.3% | +89.4% | -110.6% | -40.0% |
| 1Y | +4.6% | +253.1% | -248.5% | -35.3% |
| 3Y | +44.5% | +642.1% | -597.6% | -29.5% |
| 5Y | +44.8% | +659.1% | -614.3% | -30.4% |
| 10Y | +2,585.4% | +1,291.4% | +1,294.0% | +999.8% |
| All | +22,131.9% | +929.4% | +21,202.5% | +9,526.4% |
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