+74.7%
TSLA vs EL
+3.5%
+71.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.2% |
| 7D | +1.5% | +0.3% | +1.2% | +1.5% |
| 30D | +3.4% | +12.3% | -8.9% | +0.3% |
| 3M | +17.4% | +28.4% | -11.0% | +9.6% |
| 6M | -12.2% | +36.7% | -48.9% | -19.5% |
| YTD | -13.1% | +8.4% | -21.5% | -17.0% |
| 1Y | -11.1% | +25.4% | -36.5% | -18.4% |
| All | +74.7% | +3.5% | +71.2% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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