+2,737.0%
TSLA vs EIX
+19.9%
+2,717.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.7% |
| 7D | +3.0% | +4.1% | -1.1% | +2.0% |
| 30D | +11.2% | -15.3% | +26.5% | +13.9% |
| 3M | -7.3% | -18.4% | +11.2% | -4.3% |
| 6M | -7.7% | -16.8% | +9.1% | -5.6% |
| YTD | -18.2% | -0.6% | -17.7% | -21.2% |
| 1Y | +6.0% | +10.7% | -4.6% | -1.6% |
| 3Y | +48.0% | -4.5% | +52.5% | +40.4% |
| 5Y | +46.2% | +24.0% | +22.1% | +27.1% |
| 10Y | +2,737.0% | +22.9% | +2,714.1% | +2,154.8% |
| All | +2,737.0% | +19.9% | +2,717.1% | +2,154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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