+4.6%
TSLA vs TSLL
-22.3%
+26.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -11.8% | +5.9% | 0.0% |
| 7D | +1.5% | +1.9% | -0.4% | +0.1% |
| 30D | +10.1% | +17.8% | -7.6% | +0.5% |
| 3M | -15.4% | -37.0% | +21.6% | +1.7% |
| 6M | -12.8% | -37.7% | +24.9% | +3.3% |
| YTD | -21.3% | -51.4% | +30.1% | +4.5% |
| 1Y | +4.6% | -23.4% | +28.0% | +6.5% |
| All | +4.6% | -22.3% | +26.9% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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