+42.5%
TSLA vs EIX
-4.3%
+46.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.8% | -6.0% |
| 7D | +1.5% | -19.1% | +20.6% | +3.4% |
| 30D | +10.1% | -16.9% | +27.0% | +11.2% |
| 3M | -15.4% | -20.0% | +4.6% | -14.2% |
| 6M | -12.8% | -21.3% | +8.5% | -11.4% |
| YTD | -21.3% | -1.7% | -19.6% | -24.8% |
| 1Y | +4.6% | +9.6% | -5.0% | -3.4% |
| All | +42.5% | -4.3% | +46.8% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling