+2,085.9%
TSLA vs TW
+301.3%
+1,784.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.2% |
| 7D | +8.9% | +3.9% | +5.0% | +7.1% |
| 30D | +6.3% | +19.9% | -13.7% | -2.3% |
| 3M | +14.8% | +25.9% | -11.2% | +2.8% |
| 6M | -12.4% | +21.1% | -33.5% | -21.5% |
| YTD | -13.2% | +23.9% | -37.1% | -24.6% |
| 1Y | -2.9% | +21.2% | -24.2% | -14.8% |
| 3Y | +74.4% | +44.8% | +29.6% | +31.5% |
| 5Y | +13.3% | +41.4% | -28.1% | -15.7% |
| All | +2,085.9% | +301.3% | +1,784.5% | +926.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling