+80.0%
TSLA vs TXT
+11.8%
+68.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.5% |
| 7D | -6.4% | -3.5% | -2.9% | -4.7% |
| 30D | -1.2% | +15.2% | -16.4% | -8.0% |
| 3M | +15.1% | -4.5% | +19.5% | +17.4% |
| 6M | -11.7% | -6.1% | -5.6% | -9.6% |
| YTD | -15.9% | -2.0% | -14.0% | -17.4% |
| 1Y | -12.0% | +4.2% | -16.2% | -16.9% |
| 3Y | +80.0% | +14.4% | +65.7% | +51.9% |
| All | +80.0% | +11.8% | +68.2% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling