+22,131.9%
TSLA vs TXT
+346.6%
+21,785.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | +1.5% | -4.8% | +6.3% | +3.7% |
| 30D | +10.1% | -10.6% | +20.7% | +15.5% |
| 3M | -15.4% | -13.2% | -2.2% | -10.5% |
| 6M | -12.8% | -20.3% | +7.6% | -4.4% |
| YTD | -21.3% | -9.3% | -12.0% | -18.9% |
| 1Y | +4.6% | -2.7% | +7.3% | +4.1% |
| 3Y | +44.5% | +1.4% | +43.1% | +40.1% |
| 5Y | +44.8% | +9.6% | +35.3% | +36.1% |
| 10Y | +2,585.4% | +94.9% | +2,490.5% | +1,734.6% |
| All | +22,131.9% | +346.6% | +21,785.3% | +10,071.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling