+6.3%
TSLA vs TT
+8.3%
-2.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +3.4% | +1.6% | +1.8% | +2.9% |
| 30D | +12.0% | -7.3% | +19.4% | +14.7% |
| 3M | -10.0% | -2.6% | -7.4% | -9.3% |
| 6M | -7.2% | +5.9% | -13.1% | -8.7% |
| YTD | -18.1% | +15.4% | -33.5% | -19.1% |
| 1Y | +6.3% | +8.2% | -2.0% | +8.9% |
| All | +6.3% | +8.3% | -2.0% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling