+48.2%
TSLA vs BE
+1,751.8%
-1,703.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.6% | -5.7% | +2.5% |
| 7D | +3.4% | +29.8% | -26.4% | -0.8% |
| 30D | +12.0% | +26.4% | -14.3% | +7.5% |
| 3M | -10.0% | +9.3% | -19.3% | -13.2% |
| 6M | -7.2% | +105.1% | -112.3% | -20.7% |
| YTD | -18.1% | +219.0% | -237.2% | -36.0% |
| 1Y | +6.3% | +418.8% | -412.5% | -25.9% |
| 3Y | +48.2% | +1,784.6% | -1,736.4% | -22.0% |
| All | +48.2% | +1,751.8% | -1,703.7% | -22.0% |
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