+76.9%
TSLA vs BE
+1,662.5%
-1,585.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.8% | +1.2% |
| 7D | -4.7% | -13.4% | +8.7% | -2.5% |
| 30D | -0.8% | -33.9% | +33.1% | +5.4% |
| 3M | +14.8% | -12.0% | +26.7% | +15.6% |
| 6M | -11.3% | -29.0% | +17.6% | -9.4% |
| YTD | -15.6% | +113.4% | -128.9% | -30.2% |
| 1Y | -14.7% | +33.2% | -47.9% | -24.8% |
| 3Y | +76.9% | +1,659.2% | -1,582.3% | -11.3% |
| All | +76.9% | +1,662.5% | -1,585.6% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling