+3,125.8%
TSLA vs TTD
+513.2%
+2,612.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.2% |
| 7D | +8.9% | +21.3% | -12.3% | +2.9% |
| 30D | +6.3% | +28.7% | -22.5% | -1.6% |
| 3M | +14.8% | +7.7% | +7.1% | +11.4% |
| 6M | -12.4% | -23.5% | +11.1% | -8.4% |
| YTD | -13.2% | -58.7% | +45.5% | +6.5% |
| 1Y | -2.9% | -63.4% | +60.5% | +23.2% |
| 3Y | +74.4% | -75.3% | +149.7% | +126.0% |
| 5Y | +13.3% | -84.4% | +97.7% | +53.7% |
| All | +3,125.8% | +513.2% | +2,612.6% | +2,535.2% |
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