+41.1%
TSLA vs TT
+140.2%
-99.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.8% | -6.5% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +10.1% | -7.2% | +17.3% | +15.2% |
| 3M | -15.4% | -3.0% | -12.4% | -14.3% |
| 6M | -12.8% | +1.4% | -14.1% | -14.6% |
| YTD | -21.3% | +15.9% | -37.2% | -30.2% |
| 1Y | +4.6% | +9.4% | -4.8% | -4.2% |
| 3Y | +44.5% | +124.4% | -79.9% | -20.8% |
| All | +41.1% | +140.2% | -99.1% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling