+47.6%
TSLA vs ELAN
-30.9%
+78.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | 0.0% |
| 7D | +3.2% | -5.4% | +8.6% | +5.2% |
| 30D | +11.6% | +4.7% | +6.9% | +9.5% |
| 3M | -8.4% | -3.7% | -4.8% | -8.0% |
| 6M | -10.4% | -1.2% | -9.2% | -12.1% |
| YTD | -18.7% | +2.4% | -21.1% | -21.6% |
| 1Y | -0.9% | +23.4% | -24.3% | -11.3% |
| 3Y | +33.6% | +96.7% | -63.1% | -11.7% |
| All | +47.6% | -30.9% | +78.5% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling