+4.6%
TSLA vs ELAN
+41.2%
-36.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.0% |
| 7D | +1.5% | +1.6% | -0.1% | +1.1% |
| 30D | +10.1% | -6.6% | +16.7% | +11.7% |
| 3M | -15.4% | -0.8% | -14.5% | -15.7% |
| 6M | -12.8% | +0.2% | -13.0% | -14.5% |
| YTD | -21.3% | +8.3% | -29.5% | -24.9% |
| 1Y | +4.6% | +40.2% | -35.6% | -9.9% |
| All | +4.6% | +41.2% | -36.6% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling