+2,737.0%
TSLA vs ECL
+149.7%
+2,587.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +1.3% |
| 7D | +3.0% | -2.7% | +5.8% | +4.9% |
| 30D | +11.2% | -4.3% | +15.4% | +14.2% |
| 3M | -7.3% | +3.2% | -10.5% | -9.8% |
| 6M | -7.7% | -2.9% | -4.8% | -7.0% |
| YTD | -18.2% | +4.3% | -22.5% | -21.8% |
| 1Y | +6.0% | +1.6% | +4.4% | +2.4% |
| 3Y | +48.0% | +54.3% | -6.3% | +5.7% |
| 5Y | +46.2% | +26.5% | +19.7% | +17.0% |
| 10Y | +2,737.0% | +155.6% | +2,581.4% | +1,227.9% |
| All | +2,737.0% | +149.7% | +2,587.3% | +1,227.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling