+4.6%
TSLA vs TXG
+372.5%
-367.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.8% |
| 7D | +1.5% | +1.8% | -0.3% | +1.3% |
| 30D | +10.1% | +32.0% | -21.9% | +5.6% |
| 3M | -15.4% | +87.0% | -102.4% | -22.7% |
| 6M | -12.8% | +180.1% | -192.8% | -24.7% |
| YTD | -21.3% | +284.1% | -305.4% | -34.9% |
| 1Y | +4.6% | +361.7% | -357.1% | -15.0% |
| All | +4.6% | +372.5% | -367.9% | -15.0% |
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