+48.1%
TSLA vs TXG
-64.0%
+112.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -3.4% | +5.0% | -8.4% | -4.9% |
| 30D | +9.2% | +13.5% | -4.3% | +4.6% |
| 3M | -4.7% | +128.0% | -132.8% | -29.1% |
| 6M | -8.9% | +224.4% | -233.4% | -41.2% |
| YTD | -19.2% | +307.0% | -326.1% | -52.8% |
| 1Y | +4.5% | +427.2% | -422.7% | -46.2% |
| 3Y | +46.3% | +40.2% | +6.1% | +11.5% |
| 5Y | +48.1% | -64.0% | +112.2% | +69.1% |
| All | +48.1% | -64.0% | +112.2% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling