+3,125.8%
TSLA vs TT
+725.1%
+2,400.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.0% |
| 7D | +8.9% | +4.0% | +4.9% | +6.5% |
| 30D | +6.3% | -11.3% | +17.6% | +14.0% |
| 3M | +14.8% | -12.3% | +27.1% | +23.6% |
| 6M | -12.4% | -10.8% | -1.5% | -6.8% |
| YTD | -13.2% | +8.2% | -21.4% | -18.5% |
| 1Y | -2.9% | +1.5% | -4.4% | -5.5% |
| 3Y | +74.4% | +91.5% | -17.0% | +16.6% |
| 5Y | +13.3% | +130.2% | -116.9% | -34.0% |
| All | +3,125.8% | +725.1% | +2,400.8% | +780.6% |
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