+48.2%
TSLA vs TSM
+404.7%
-356.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +2.7% |
| 7D | +3.4% | +6.0% | -2.6% | 0.0% |
| 30D | +12.0% | +4.5% | +7.5% | +9.2% |
| 3M | -10.0% | +3.1% | -13.1% | -11.9% |
| 6M | -7.2% | +30.2% | -37.4% | -20.7% |
| YTD | -18.1% | +45.2% | -63.3% | -34.6% |
| 1Y | +6.3% | +79.6% | -73.3% | -24.7% |
| 3Y | +48.2% | +411.0% | -362.8% | -35.7% |
| All | +48.2% | +404.7% | -356.6% | -35.7% |
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