+2,129.5%
TSLA vs TXG
+27.0%
+2,102.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.6% |
| 7D | +3.2% | +9.5% | -6.3% | +0.2% |
| 30D | +11.6% | +18.8% | -7.2% | +5.3% |
| 3M | -8.4% | +136.1% | -144.6% | -32.3% |
| 6M | -10.4% | +235.2% | -245.6% | -42.4% |
| YTD | -18.7% | +320.5% | -339.3% | -52.5% |
| 1Y | -0.9% | +425.2% | -426.1% | -48.0% |
| 3Y | +33.6% | +42.9% | -9.3% | +0.1% |
| 5Y | +48.9% | -62.8% | +111.7% | +57.2% |
| All | +2,129.5% | +27.0% | +2,102.5% | +1,771.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling