+80.0%
TSLA vs ED
+47.4%
+32.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.7% | +5.4% |
| 7D | -6.4% | -0.1% | -6.3% | -6.3% |
| 30D | -1.2% | +11.6% | -12.8% | +5.9% |
| 3M | +15.1% | +10.5% | +4.5% | +22.8% |
| 6M | -11.7% | +13.2% | -25.0% | -4.0% |
| YTD | -15.9% | +22.1% | -38.1% | -4.3% |
| 1Y | -12.0% | +24.2% | -36.1% | +1.2% |
| 3Y | +80.0% | +46.9% | +33.1% | +113.5% |
| All | +80.0% | +47.4% | +32.6% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling