+2,664.3%
TSLA vs DTE
+137.8%
+2,526.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | +3.2% | -2.6% | +5.8% | +4.2% |
| 30D | +11.6% | -4.4% | +16.0% | +13.4% |
| 3M | -8.4% | -8.3% | -0.1% | -5.8% |
| 6M | -10.4% | -8.1% | -2.3% | -8.2% |
| YTD | -18.7% | +4.4% | -23.2% | -21.1% |
| 1Y | -0.9% | +0.2% | -1.1% | -2.2% |
| 3Y | +33.6% | +42.6% | -9.0% | +12.0% |
| 5Y | +48.9% | +31.5% | +17.4% | +27.3% |
| All | +2,664.3% | +137.8% | +2,526.5% | +1,691.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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