+22,131.9%
TSLA vs TT
+2,444.7%
+19,687.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.3% |
| 7D | +1.5% | -0.2% | +1.8% | +1.6% |
| 30D | +10.1% | -7.4% | +17.5% | +14.8% |
| 3M | -15.4% | -3.2% | -12.2% | -14.3% |
| 6M | -12.8% | +1.1% | -13.9% | -14.1% |
| YTD | -21.3% | +15.6% | -36.9% | -28.7% |
| 1Y | +4.6% | +9.2% | -4.6% | -2.6% |
| 3Y | +44.5% | +124.4% | -79.9% | -11.1% |
| 5Y | +44.8% | +138.0% | -93.2% | -15.3% |
| 10Y | +2,585.4% | +886.4% | +1,699.0% | +580.0% |
| All | +22,131.9% | +2,444.7% | +19,687.2% | +3,015.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling