+24,440.0%
TSLA vs EIX
+242.2%
+24,197.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +1.5% | -2.5% | +4.0% | +2.2% |
| 30D | +3.4% | +7.7% | -4.3% | +1.2% |
| 3M | +17.4% | -12.9% | +30.3% | +19.6% |
| 6M | -12.2% | -12.7% | +0.5% | -11.1% |
| YTD | -13.1% | +5.5% | -18.5% | -17.7% |
| 1Y | -11.1% | +9.4% | -20.5% | -16.9% |
| 3Y | +82.1% | +9.7% | +72.4% | +65.4% |
| 5Y | +10.3% | +16.9% | -6.7% | -2.6% |
| 10Y | +3,009.1% | +34.3% | +2,974.9% | +2,376.0% |
| All | +24,440.0% | +242.2% | +24,197.7% | +10,468.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling