+48.1%
TSLA vs TXN
+57.5%
-9.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.4% |
| 7D | -3.4% | +2.0% | -5.4% | -4.8% |
| 30D | +9.2% | -8.0% | +17.2% | +15.5% |
| 3M | -4.7% | -7.8% | +3.0% | -0.4% |
| 6M | -8.9% | +32.4% | -41.4% | -30.3% |
| YTD | -19.2% | +51.7% | -70.9% | -46.3% |
| 1Y | +4.5% | +44.3% | -39.8% | -28.0% |
| 3Y | +46.3% | +71.3% | -25.0% | -19.0% |
| 5Y | +48.1% | +56.4% | -8.3% | -11.9% |
| All | +48.1% | +57.5% | -9.4% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling