+69.8%
TSLA vs ELF
+24.8%
+45.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -4.7% | +6.3% | -11.0% | -5.8% |
| 30D | -0.8% | +8.5% | -9.3% | -2.4% |
| 3M | +14.8% | +24.4% | -9.7% | +9.6% |
| 6M | -11.3% | +94.7% | -106.1% | -23.1% |
| YTD | -15.6% | +55.9% | -71.4% | -24.4% |
| 1Y | -14.7% | +48.4% | -63.1% | -22.9% |
| All | +69.8% | +24.8% | +45.0% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling