+3,009.1%
TSLA vs ED
+141.1%
+2,868.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +1.5% | -0.9% | +2.4% | +1.4% |
| 30D | +3.4% | +11.2% | -7.8% | +4.2% |
| 3M | +17.4% | +11.8% | +5.7% | +18.4% |
| 6M | -12.2% | +14.1% | -26.3% | -11.3% |
| YTD | -13.1% | +23.0% | -36.1% | -12.1% |
| 1Y | -11.1% | +23.7% | -34.7% | -10.1% |
| 3Y | +82.1% | +47.7% | +34.3% | +81.5% |
| 5Y | +10.3% | +82.6% | -72.4% | +8.1% |
| 10Y | +3,009.1% | +141.8% | +2,867.4% | +2,850.5% |
| All | +3,009.1% | +141.1% | +2,868.1% | +2,850.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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