+2,973.5%
TSLA vs TSM
+1,536.8%
+1,436.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | -0.9% |
| 7D | -4.7% | -2.1% | -2.6% | -3.2% |
| 30D | -0.8% | -12.5% | +11.8% | +8.3% |
| 3M | +14.8% | -5.0% | +19.8% | +18.2% |
| 6M | -11.3% | -3.2% | -8.1% | -10.5% |
| YTD | -15.6% | +31.5% | -47.0% | -31.8% |
| 1Y | -14.7% | +35.7% | -50.4% | -32.7% |
| 3Y | +76.9% | +323.5% | -246.6% | -41.1% |
| 5Y | +6.7% | +263.4% | -256.7% | -60.8% |
| 10Y | +2,973.5% | +1,598.5% | +1,375.0% | +304.2% |
| All | +2,973.5% | +1,536.8% | +1,436.7% | +304.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling