+48.2%
TSLA vs ED
+35.1%
+13.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +4.5% |
| 7D | +3.4% | +0.5% | +2.9% | +3.6% |
| 30D | +12.0% | +1.1% | +11.0% | +12.8% |
| 3M | -10.0% | +4.6% | -14.6% | -7.5% |
| 6M | -7.2% | -2.0% | -5.2% | -7.2% |
| YTD | -18.1% | +11.7% | -29.8% | -12.9% |
| 1Y | +6.3% | +15.7% | -9.5% | +15.1% |
| 3Y | +48.2% | +34.4% | +13.8% | +57.4% |
| All | +48.2% | +35.1% | +13.0% | +57.4% |
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