+2,973.5%
TSLA vs TT
+744.7%
+2,228.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -4.7% | +0.8% | -5.5% | -4.9% |
| 30D | -0.8% | -11.8% | +11.0% | +6.8% |
| 3M | +14.8% | -11.6% | +26.3% | +23.0% |
| 6M | -11.3% | -9.3% | -2.0% | -6.6% |
| YTD | -15.6% | +8.9% | -24.4% | -21.0% |
| 1Y | -14.7% | -2.2% | -12.5% | -15.1% |
| 3Y | +76.9% | +91.9% | -14.9% | +18.0% |
| 5Y | +6.7% | +136.0% | -129.3% | -38.7% |
| 10Y | +2,973.5% | +734.7% | +2,238.8% | +724.4% |
| All | +2,973.5% | +744.7% | +2,228.8% | +724.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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