+34.4%
TSLA vs TTMI
+859.5%
-825.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +1.1% |
| 7D | +3.0% | +7.5% | -4.5% | +0.4% |
| 30D | +11.2% | -4.5% | +15.6% | +11.6% |
| 3M | -7.3% | -28.5% | +21.3% | +0.6% |
| 6M | -7.7% | +28.4% | -36.1% | -21.2% |
| YTD | -18.2% | +80.1% | -98.3% | -41.6% |
| 1Y | +6.0% | +161.0% | -155.0% | -39.3% |
| All | +34.4% | +859.5% | -825.0% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling