+3,009.1%
TSLA vs TYL
+185.3%
+2,823.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.4% |
| 7D | +1.5% | +0.5% | +0.9% | +0.9% |
| 30D | +3.4% | +25.2% | -21.8% | -10.1% |
| 3M | +17.4% | +31.8% | -14.3% | -1.9% |
| 6M | -12.2% | +36.3% | -48.4% | -30.8% |
| YTD | -13.1% | -6.3% | -6.8% | -14.9% |
| 1Y | -11.1% | -9.5% | -1.6% | -11.1% |
| 3Y | +82.1% | +1.6% | +80.5% | +63.1% |
| 5Y | +10.3% | -21.8% | +32.0% | +16.6% |
| 10Y | +3,009.1% | +183.3% | +2,825.9% | +1,608.8% |
| All | +3,009.1% | +185.3% | +2,823.9% | +1,608.8% |
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