+4.6%
TSLA vs TXT
-1.0%
+5.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | +1.5% | -4.8% | +6.3% | +2.6% |
| 30D | +10.1% | -10.6% | +20.7% | +13.0% |
| 3M | -15.4% | -13.2% | -2.2% | -12.8% |
| 6M | -12.8% | -20.3% | +7.6% | -8.9% |
| YTD | -21.3% | -9.3% | -12.0% | -20.4% |
| 1Y | +4.6% | -2.7% | +7.3% | +9.2% |
| All | +4.6% | -1.0% | +5.6% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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