+4.5%
TSLA vs ELF
-31.2%
+35.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.2% | -0.4% |
| 7D | -3.4% | -10.8% | +7.4% | -1.6% |
| 30D | +9.2% | +0.8% | +8.4% | +8.9% |
| 3M | -4.7% | +64.8% | -69.5% | -12.6% |
| 6M | -8.9% | +19.0% | -27.9% | -12.3% |
| YTD | -19.2% | +25.9% | -45.1% | -23.5% |
| 1Y | +4.5% | -28.8% | +33.3% | +10.2% |
| All | +4.5% | -31.2% | +35.7% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling