+2,472.9%
TSLA vs ELF
+357.0%
+2,115.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.1% | -8.0% | -6.4% |
| 7D | +1.5% | +5.4% | -3.8% | +0.3% |
| 30D | +10.1% | +27.0% | -16.9% | +3.9% |
| 3M | -15.4% | +113.2% | -128.6% | -29.6% |
| 6M | -12.8% | +36.6% | -49.4% | -20.2% |
| YTD | -21.3% | +44.2% | -65.5% | -29.6% |
| 1Y | +4.6% | -18.0% | +22.6% | +4.5% |
| 3Y | +44.5% | -19.9% | +64.4% | +31.2% |
| 5Y | +44.8% | +257.7% | -212.9% | -15.3% |
| All | +2,472.9% | +357.0% | +2,115.9% | +1,168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling