+2,664.3%
TSLA vs DE
+863.9%
+1,800.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +3.2% | -2.6% | +5.8% | +4.4% |
| 30D | +11.6% | +9.0% | +2.6% | +6.7% |
| 3M | -8.4% | +19.1% | -27.6% | -16.1% |
| 6M | -10.4% | +14.4% | -24.8% | -17.0% |
| YTD | -18.7% | +45.9% | -64.7% | -33.9% |
| 1Y | -0.9% | +43.6% | -44.5% | -19.2% |
| 3Y | +33.6% | +75.9% | -42.3% | -2.7% |
| 5Y | +48.9% | +98.8% | -49.9% | +0.1% |
| All | +2,664.3% | +863.9% | +1,800.4% | +871.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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