+2,650.1%
TSLA vs TTMI
+1,087.8%
+1,562.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.6% |
| 7D | -3.4% | +6.0% | -9.4% | -5.7% |
| 30D | +9.2% | -6.4% | +15.7% | +10.4% |
| 3M | -4.7% | -28.9% | +24.2% | +4.0% |
| 6M | -8.9% | +26.9% | -35.8% | -22.4% |
| YTD | -19.2% | +77.3% | -96.5% | -41.7% |
| 1Y | +4.5% | +147.5% | -143.0% | -36.2% |
| 3Y | +46.3% | +847.6% | -801.3% | -50.2% |
| 5Y | +48.1% | +802.2% | -754.1% | -51.3% |
| All | +2,650.1% | +1,087.8% | +1,562.3% | +743.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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