+48.2%
TSLA vs TSN
+13.0%
+35.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +4.0% |
| 7D | +3.4% | -5.0% | +8.4% | +3.3% |
| 30D | +12.0% | -9.1% | +21.1% | +12.1% |
| 3M | -10.0% | -7.4% | -2.6% | -10.0% |
| 6M | -7.2% | -13.4% | +6.2% | -7.2% |
| YTD | -18.1% | -8.5% | -9.6% | -18.5% |
| 1Y | +6.3% | -3.2% | +9.5% | +5.1% |
| 3Y | +48.2% | +11.5% | +36.7% | +39.7% |
| All | +48.2% | +13.0% | +35.2% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling