+2,588.4%
TSLA vs TTD
+382.8%
+2,205.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +3.0% | -4.6% | +7.6% | +4.4% |
| 30D | +11.2% | +3.7% | +7.5% | +9.9% |
| 3M | -7.3% | -30.2% | +22.9% | +0.9% |
| 6M | -7.7% | -51.4% | +43.7% | +9.2% |
| YTD | -18.2% | -63.4% | +45.2% | +4.1% |
| 1Y | +6.0% | -73.5% | +79.5% | +47.1% |
| 3Y | +48.0% | -83.5% | +131.5% | +113.8% |
| 5Y | +46.2% | -80.9% | +127.1% | +85.4% |
| All | +2,588.4% | +382.8% | +2,205.6% | +2,231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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