+34.0%
TSLA vs TSLL
-53.8%
+87.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | 0.0% |
| 7D | -4.7% | -11.0% | +6.3% | +0.3% |
| 30D | -0.8% | -5.3% | +4.5% | +0.4% |
| 3M | +14.8% | +20.8% | -6.0% | +0.2% |
| 6M | -11.3% | -36.0% | +24.7% | +3.9% |
| YTD | -15.6% | -47.3% | +31.7% | +6.7% |
| 1Y | -14.7% | -48.4% | +33.7% | +7.7% |
| 3Y | +76.9% | -5.4% | +82.4% | -0.7% |
| All | +34.0% | -53.8% | +87.8% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling