+24,440.0%
TSLA vs TSN
+386.3%
+24,053.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +1.5% | -0.3% | +1.7% | +1.5% |
| 30D | +3.4% | +11.8% | -8.4% | +0.1% |
| 3M | +17.4% | +7.1% | +10.3% | +14.8% |
| 6M | -12.2% | -9.2% | -3.0% | -10.5% |
| YTD | -13.1% | +4.8% | -17.9% | -15.5% |
| 1Y | -11.1% | +11.6% | -22.7% | -15.2% |
| 3Y | +82.1% | +41.5% | +40.5% | +57.8% |
| 5Y | +10.3% | -15.5% | +25.8% | +10.7% |
| 10Y | +3,009.1% | +16.9% | +2,992.3% | +2,585.5% |
| All | +24,440.0% | +386.3% | +24,053.7% | +12,452.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling