+3,125.8%
TSLA vs TSN
+14.5%
+3,111.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +8.9% | -1.4% | +10.4% | +9.4% |
| 30D | +6.3% | +8.5% | -2.2% | +3.5% |
| 3M | +14.8% | +5.3% | +9.5% | +12.5% |
| 6M | -12.4% | -10.5% | -1.9% | -10.1% |
| YTD | -13.2% | +3.0% | -16.2% | -15.5% |
| 1Y | -2.9% | +12.1% | -15.1% | -8.2% |
| 3Y | +74.4% | +43.1% | +31.3% | +46.5% |
| 5Y | +13.3% | -15.1% | +28.4% | +13.8% |
| All | +3,125.8% | +14.5% | +3,111.4% | +2,630.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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