+22,131.9%
TSLA vs TYL
+2,208.4%
+19,923.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.0% | -1.9% | -3.6% |
| 7D | +1.5% | -3.7% | +5.2% | +3.7% |
| 30D | +10.1% | +18.7% | -8.6% | -0.3% |
| 3M | -15.4% | +18.1% | -33.5% | -25.1% |
| 6M | -12.8% | -1.1% | -11.7% | -15.9% |
| YTD | -21.3% | -19.8% | -1.5% | -15.4% |
| 1Y | +4.6% | -34.3% | +38.9% | +26.3% |
| 3Y | +44.5% | -8.2% | +52.7% | +38.9% |
| 5Y | +44.8% | -25.4% | +70.2% | +58.3% |
| 10Y | +2,585.4% | +115.6% | +2,469.8% | +1,518.3% |
| All | +22,131.9% | +2,208.4% | +19,923.5% | +2,509.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling