-13.3%
TSLA vs TXN
+97.5%
-110.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -4.7% | +1.0% | -5.7% | -5.0% |
| 30D | +1.7% | +6.1% | -4.4% | -0.1% |
| 3M | +17.7% | +10.4% | +7.3% | +14.3% |
| 6M | -1.9% | +12.6% | -14.4% | -3.5% |
| YTD | -14.3% | +83.5% | -97.8% | -20.8% |
| 1Y | -13.3% | +99.7% | -113.0% | -23.3% |
| All | -13.3% | +97.5% | -110.8% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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