+80.0%
TSLA vs TSLL
-9.8%
+89.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.9% | -5.4% | 0.0% |
| 7D | -6.4% | -14.3% | +7.9% | +0.2% |
| 30D | -1.2% | -6.2% | +4.9% | +0.5% |
| 3M | +15.1% | +21.2% | -6.1% | +1.3% |
| 6M | -11.7% | -36.6% | +24.8% | +3.3% |
| YTD | -15.9% | -47.8% | +31.8% | +5.8% |
| 1Y | -12.0% | -45.2% | +33.2% | +6.8% |
| 3Y | +80.0% | -3.3% | +83.3% | +14.6% |
| All | +80.0% | -9.8% | +89.8% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling