+46.2%
TSLA vs TSN
-20.2%
+66.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +3.0% | -7.3% | +10.3% | +4.1% |
| 30D | +11.2% | -8.6% | +19.8% | +12.6% |
| 3M | -7.3% | -7.5% | +0.2% | -6.5% |
| 6M | -7.7% | -14.1% | +6.4% | -6.1% |
| YTD | -18.2% | -9.4% | -8.8% | -17.8% |
| 1Y | +6.0% | -4.1% | +10.1% | +5.0% |
| 3Y | +48.0% | +10.3% | +37.7% | +37.5% |
| 5Y | +46.2% | -19.7% | +65.9% | +53.8% |
| All | +46.2% | -20.2% | +66.4% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling