+3,125.8%
TSLA vs TXT
+89.4%
+3,036.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | +8.9% | +0.1% | +8.8% | +8.9% |
| 30D | +6.3% | +13.3% | -7.1% | +0.2% |
| 3M | +14.8% | -5.0% | +19.7% | +16.6% |
| 6M | -12.4% | -8.4% | -3.9% | -9.8% |
| YTD | -13.2% | -4.0% | -9.3% | -13.4% |
| 1Y | -2.9% | +2.8% | -5.7% | -6.1% |
| 3Y | +74.4% | +10.3% | +64.2% | +61.5% |
| 5Y | +13.3% | +9.2% | +4.1% | +4.8% |
| All | +3,125.8% | +89.4% | +3,036.4% | +2,560.4% |
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