+2,737.0%
TSLA vs TSM
+1,769.0%
+968.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | +3.0% | +4.8% | -1.8% | -0.2% |
| 30D | +11.2% | +4.0% | +7.1% | +8.1% |
| 3M | -7.3% | +2.0% | -9.3% | -9.2% |
| 6M | -7.7% | +25.5% | -33.2% | -22.2% |
| YTD | -18.2% | +44.0% | -62.2% | -37.7% |
| 1Y | +6.0% | +75.4% | -69.4% | -29.6% |
| 3Y | +48.0% | +406.7% | -358.7% | -56.4% |
| 5Y | +46.2% | +285.0% | -238.8% | -48.2% |
| 10Y | +2,737.0% | +1,815.4% | +921.6% | +273.4% |
| All | +2,737.0% | +1,769.0% | +968.1% | +273.4% |
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