+4.6%
TSLA vs TSM
+87.4%
-82.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.9% | -8.8% | -7.4% |
| 7D | +1.5% | +2.7% | -1.2% | 0.0% |
| 30D | +10.1% | +3.6% | +6.5% | +7.9% |
| 3M | -15.4% | -3.4% | -12.0% | -14.4% |
| 6M | -12.8% | +20.6% | -33.4% | -21.5% |
| YTD | -21.3% | +41.9% | -63.1% | -35.1% |
| 1Y | +4.6% | +84.4% | -79.8% | -11.3% |
| All | +4.6% | +87.4% | -82.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 1y: compounded portfolio wealth divided by compounded TSM 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…
1y analysis · Full analysis span regression · 6 months rolling