-13.3%
TSLA vs BE
+51.2%
-64.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.0% | -2.4% |
| 7D | -4.7% | -12.1% | +7.4% | -3.1% |
| 30D | +1.7% | -30.1% | +31.8% | +6.4% |
| 3M | +17.7% | -12.1% | +29.8% | +18.5% |
| 6M | -1.9% | -30.6% | +28.7% | +0.2% |
| YTD | -14.3% | +130.6% | -145.0% | -27.3% |
| 1Y | -13.3% | +55.3% | -68.6% | -21.4% |
| All | -13.3% | +51.2% | -64.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 1y: compounded portfolio wealth divided by compounded BE 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…
1y analysis · Full analysis span regression · 6 months rolling