+46.5%
TSLA vs EIX
+28.1%
+18.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.5% | -0.5% | +2.9% |
| 7D | +3.4% | +0.9% | +2.5% | +3.1% |
| 30D | +12.0% | -13.5% | +25.6% | +14.0% |
| 3M | -10.0% | -15.3% | +5.3% | -8.3% |
| 6M | -7.2% | -15.3% | +8.1% | -5.8% |
| YTD | -18.1% | +2.7% | -20.9% | -23.1% |
| 1Y | +6.3% | +17.4% | -11.2% | -5.7% |
| 3Y | +48.2% | -1.3% | +49.5% | +33.7% |
| 5Y | +46.5% | +27.2% | +19.3% | +10.2% |
| All | +46.5% | +28.1% | +18.4% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling