+4.6%
TSLA vs BE
+379.4%
-374.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +7.4% | -13.3% | -6.9% |
| 7D | +1.5% | +20.0% | -18.4% | -1.1% |
| 30D | +10.1% | +7.9% | +2.2% | +8.5% |
| 3M | -15.4% | -13.2% | -2.2% | -15.4% |
| 6M | -12.8% | +53.5% | -66.2% | -20.5% |
| YTD | -21.3% | +191.0% | -212.3% | -34.9% |
| 1Y | +4.6% | +360.5% | -355.9% | -16.9% |
| All | +4.6% | +379.4% | -374.8% | -16.9% |
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