+2,737.0%
TSLA vs TXT
+100.3%
+2,636.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +3.0% | +0.8% | +2.2% | +2.7% |
| 30D | +11.2% | -10.4% | +21.6% | +16.5% |
| 3M | -7.3% | -14.3% | +7.1% | -1.3% |
| 6M | -7.7% | -15.1% | +7.4% | -1.7% |
| YTD | -18.2% | -8.3% | -9.9% | -16.2% |
| 1Y | +6.0% | -0.7% | +6.7% | +4.5% |
| 3Y | +48.0% | +6.0% | +42.0% | +40.4% |
| 5Y | +46.2% | +12.5% | +33.7% | +35.2% |
| 10Y | +2,737.0% | +103.2% | +2,633.8% | +2,225.9% |
| All | +2,737.0% | +100.3% | +2,636.7% | +2,225.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling