+38.0%
TSLA vs TSLL
-30.6%
+68.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -11.8% | +5.9% | +0.2% |
| 7D | +1.5% | +1.9% | -0.4% | 0.0% |
| 30D | +10.1% | +17.8% | -7.6% | +0.2% |
| 3M | -15.4% | -37.0% | +21.6% | +2.1% |
| 6M | -12.8% | -37.7% | +24.9% | +3.6% |
| YTD | -21.3% | -51.4% | +30.1% | +5.0% |
| 1Y | +4.6% | -23.4% | +28.0% | +6.2% |
| All | +38.0% | -30.6% | +68.7% | +11.1% |
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