+2,572.6%
TSLA vs ELF
+317.0%
+2,255.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.9% |
| 7D | +3.0% | -6.8% | +9.8% | +4.6% |
| 30D | +11.2% | +5.1% | +6.1% | +9.7% |
| 3M | -7.3% | +79.8% | -87.1% | -19.8% |
| 6M | -7.7% | +29.7% | -37.5% | -14.6% |
| YTD | -18.2% | +31.6% | -49.8% | -25.4% |
| 1Y | +6.0% | -27.9% | +33.9% | +9.1% |
| 3Y | +48.0% | -26.4% | +74.4% | +36.9% |
| 5Y | +46.2% | +235.6% | -189.4% | -13.3% |
| All | +2,572.6% | +317.0% | +2,255.6% | +1,244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling