+74.4%
TSLA vs TW
+44.1%
+30.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -1.9% |
| 7D | +8.9% | +3.9% | +5.0% | +8.8% |
| 30D | +6.3% | +19.9% | -13.7% | +5.4% |
| 3M | +14.8% | +25.9% | -11.2% | +13.6% |
| 6M | -12.4% | +21.1% | -33.5% | -12.9% |
| YTD | -13.2% | +23.9% | -37.1% | -14.9% |
| 1Y | -2.9% | +21.2% | -24.2% | -4.3% |
| 3Y | +74.4% | +44.8% | +29.6% | +77.7% |
| All | +74.4% | +44.1% | +30.4% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling