+1,687.0%
TSLA vs BE
+1,340.0%
+347.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.5% |
| 7D | +3.0% | +23.9% | -20.9% | -2.0% |
| 30D | +11.2% | +27.8% | -16.7% | +4.4% |
| 3M | -7.3% | +3.7% | -11.0% | -11.2% |
| 6M | -7.7% | +78.0% | -85.7% | -24.5% |
| YTD | -18.2% | +209.9% | -228.1% | -42.9% |
| 1Y | +6.0% | +389.6% | -383.6% | -37.0% |
| 3Y | +48.0% | +1,730.6% | -1,682.6% | -46.0% |
| 5Y | +46.2% | +1,227.8% | -1,181.6% | -45.4% |
| All | +1,687.0% | +1,340.0% | +347.0% | +358.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling