+21.3%
TSLA vs TSLL
-62.0%
+83.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -21.9% | +11.1% | +1.0% |
| 7D | -14.8% | -28.9% | +14.1% | +1.4% |
| 30D | -9.7% | -21.4% | +11.7% | +1.3% |
| 3M | +6.9% | +5.0% | +1.9% | +0.9% |
| 6M | -11.7% | -36.6% | +24.8% | +3.9% |
| YTD | -23.6% | -56.6% | +33.1% | +7.6% |
| 1Y | -25.6% | -60.9% | +35.2% | +9.0% |
| 3Y | +56.3% | -25.2% | +81.5% | +0.2% |
| All | +21.3% | -62.0% | +83.3% | +6.9% |
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