+25.0%
TSLA vs TSLL
-57.4%
+82.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -11.8% | +5.9% | +0.5% |
| 7D | +1.5% | +1.9% | -0.4% | -0.1% |
| 30D | +10.1% | +17.8% | -7.6% | -0.3% |
| 3M | -15.4% | -37.0% | +21.6% | +2.9% |
| 6M | -12.8% | -37.7% | +24.9% | +4.2% |
| YTD | -21.3% | -51.4% | +30.1% | +6.3% |
| 1Y | +4.6% | -23.4% | +28.0% | +5.3% |
| 3Y | +44.5% | -30.8% | +75.3% | -0.2% |
| All | +25.0% | -57.4% | +82.4% | +5.5% |
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