-7.6%
TSLA vs TT
+129.2%
-136.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.9% | +2.7% |
| 7D | -10.4% | -2.0% | -8.4% | -9.0% |
| 30D | -5.2% | -14.0% | +8.8% | +4.7% |
| 3M | +12.1% | -15.9% | +28.0% | +25.2% |
| 6M | -10.2% | -17.3% | +7.2% | +0.9% |
| YTD | -20.3% | +4.0% | -24.3% | -24.6% |
| 1Y | -19.7% | -7.1% | -12.5% | -17.7% |
| 3Y | +63.4% | +90.2% | -26.9% | -2.5% |
| All | -7.6% | +129.2% | -136.8% | -61.1% |
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