+2,681.1%
TSLA vs TYL
+168.7%
+2,512.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +5.5% |
| 7D | -10.4% | +6.7% | -17.1% | -13.9% |
| 30D | -5.2% | +26.5% | -31.7% | -18.1% |
| 3M | +12.1% | +37.3% | -25.2% | -8.6% |
| 6M | -10.2% | +31.2% | -41.3% | -27.6% |
| YTD | -20.3% | -7.4% | -13.0% | -21.5% |
| 1Y | -19.7% | -9.6% | -10.1% | -19.8% |
| 3Y | +63.4% | +1.9% | +61.5% | +45.8% |
| 5Y | -12.1% | -21.1% | +9.0% | -7.7% |
| All | +2,681.1% | +168.7% | +2,512.4% | +1,474.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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