+63.4%
TSLA vs TYL
+2.6%
+60.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.7% |
| 7D | -10.4% | +6.7% | -17.1% | -11.7% |
| 30D | -5.2% | +26.5% | -31.7% | -10.1% |
| 3M | +12.1% | +37.3% | -25.2% | +3.9% |
| 6M | -10.2% | +31.2% | -41.3% | -16.7% |
| YTD | -20.3% | -7.4% | -13.0% | -12.9% |
| 1Y | -19.7% | -9.6% | -10.1% | -11.3% |
| 3Y | +63.4% | +1.9% | +61.5% | +72.0% |
| All | +63.4% | +2.6% | +60.8% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling