+26.4%
TSLA vs TSLL
-58.7%
+85.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.6% | -4.4% | -0.4% |
| 7D | -10.4% | -21.2% | +10.8% | +0.8% |
| 30D | -5.2% | -13.3% | +8.1% | +0.8% |
| 3M | +12.1% | +15.4% | -3.3% | +0.5% |
| 6M | -10.2% | -34.2% | +24.1% | +3.6% |
| YTD | -20.3% | -52.9% | +32.6% | +7.2% |
| 1Y | -19.7% | -54.3% | +34.7% | +8.3% |
| 3Y | +63.4% | -18.4% | +81.7% | -0.2% |
| All | +26.4% | -58.7% | +85.2% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling