-13.3%
TSLA vs ECL
+23.8%
-37.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.7% | -3.7% |
| 7D | -4.7% | +7.7% | -12.4% | -5.5% |
| 30D | +1.7% | +13.7% | -12.0% | +0.1% |
| 3M | +17.7% | +11.6% | +6.1% | +15.9% |
| 6M | -1.9% | +23.9% | -25.8% | -5.9% |
| YTD | -14.3% | +21.0% | -35.3% | -15.9% |
| 1Y | -13.3% | +23.1% | -36.4% | -14.7% |
| All | -13.3% | +23.8% | -37.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling