+1,749.3%
TSLA vs ELAN
-27.0%
+1,776.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.5% |
| 7D | +3.0% | -4.6% | +7.6% | +4.7% |
| 30D | +11.2% | +5.7% | +5.5% | +8.7% |
| 3M | -7.3% | -3.9% | -3.4% | -6.7% |
| 6M | -7.7% | -1.6% | -6.1% | -9.3% |
| YTD | -18.2% | +4.1% | -22.3% | -21.5% |
| 1Y | +6.0% | +25.5% | -19.5% | -5.5% |
| 3Y | +48.0% | +103.2% | -55.2% | -0.3% |
| 5Y | +46.2% | -29.8% | +76.0% | +48.1% |
| All | +1,749.3% | -27.0% | +1,776.3% | +1,542.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling