+76.9%
TSLA vs TSM
+338.8%
-261.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | -0.7% |
| 7D | -4.7% | -2.1% | -2.6% | -3.4% |
| 30D | -0.8% | -12.5% | +11.8% | +6.9% |
| 3M | +14.8% | -5.0% | +19.8% | +17.8% |
| 6M | -11.3% | -3.2% | -8.1% | -10.3% |
| YTD | -15.6% | +31.5% | -47.0% | -28.8% |
| 1Y | -14.7% | +35.7% | -50.4% | -29.5% |
| 3Y | +76.9% | +323.5% | -246.6% | -12.4% |
| All | +76.9% | +338.8% | -261.9% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling