+46.2%
TSLA vs EL
-68.4%
+114.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.9% |
| 7D | +3.0% | -2.4% | +5.4% | +3.7% |
| 30D | +11.2% | +13.7% | -2.5% | +5.7% |
| 3M | -7.3% | +14.5% | -21.8% | -12.0% |
| 6M | -7.7% | +7.4% | -15.1% | -11.6% |
| YTD | -18.2% | -4.7% | -13.5% | -19.4% |
| 1Y | +6.0% | +12.9% | -6.9% | -3.0% |
| 3Y | +48.0% | -32.2% | +80.2% | +53.2% |
| 5Y | +46.2% | -68.4% | +114.6% | +137.5% |
| All | +46.2% | -68.4% | +114.5% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling