+1,947.1%
TSLA vs TW
+206.7%
+1,740.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | +3.2% | -4.5% | +7.7% | +5.3% |
| 30D | +11.6% | -2.3% | +13.8% | +12.5% |
| 3M | -8.4% | +2.6% | -11.0% | -11.1% |
| 6M | -10.4% | -17.5% | +7.2% | -4.1% |
| YTD | -18.7% | -5.3% | -13.4% | -19.9% |
| 1Y | -0.9% | -14.8% | +13.9% | +2.6% |
| 3Y | +33.6% | +18.8% | +14.7% | +9.0% |
| 5Y | +48.9% | +20.7% | +28.2% | +17.6% |
| All | +1,947.1% | +206.7% | +1,740.3% | +989.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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