-13.3%
TSLA vs TXG
+406.9%
-420.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.8% | -3.8% |
| 7D | -4.7% | -19.3% | +14.5% | -2.0% |
| 30D | +1.7% | -30.9% | +32.6% | +6.3% |
| 3M | +17.7% | +41.1% | -23.4% | +10.1% |
| 6M | -1.9% | +211.9% | -213.7% | -16.7% |
| YTD | -14.3% | +314.0% | -328.3% | -29.3% |
| 1Y | -13.3% | +405.4% | -418.7% | -29.5% |
| All | -13.3% | +406.9% | -420.2% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling