+2,664.3%
TSLA vs TXN
+432.6%
+2,231.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -2.2% |
| 7D | +3.2% | +4.0% | -0.8% | +0.4% |
| 30D | +11.6% | -2.9% | +14.4% | +13.5% |
| 3M | -8.4% | -9.1% | +0.7% | -3.3% |
| 6M | -10.4% | +36.6% | -47.0% | -32.1% |
| YTD | -18.7% | +57.5% | -76.2% | -46.1% |
| 1Y | -0.9% | +49.5% | -50.4% | -32.0% |
| 3Y | +33.6% | +76.5% | -43.0% | -21.3% |
| 5Y | +48.9% | +62.4% | -13.5% | -5.9% |
| All | +2,664.3% | +432.6% | +2,231.7% | +820.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling