+34.4%
TSLA vs TSLQ
-95.6%
+130.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | 0.0% |
| 7D | +3.0% | -8.0% | +11.0% | -0.2% |
| 30D | +11.2% | -23.8% | +34.9% | -0.5% |
| 3M | -7.3% | -7.0% | -0.3% | +1.1% |
| 6M | -7.7% | -17.1% | +9.4% | +2.0% |
| YTD | -18.2% | +0.1% | -18.3% | +3.6% |
| 1Y | +6.0% | -51.2% | +57.2% | +2.2% |
| All | +34.4% | -95.6% | +130.1% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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