+2,664.3%
TSLA vs ELV
+278.6%
+2,385.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.9% |
| 7D | +3.2% | +2.8% | +0.5% | +2.5% |
| 30D | +11.6% | +4.9% | +6.7% | +10.3% |
| 3M | -8.4% | +4.9% | -13.3% | -9.8% |
| 6M | -10.4% | +45.1% | -55.5% | -18.7% |
| YTD | -18.7% | +20.7% | -39.4% | -23.4% |
| 1Y | -0.9% | +35.0% | -35.9% | -9.6% |
| 3Y | +33.6% | -2.4% | +36.0% | +28.5% |
| 5Y | +48.9% | +25.5% | +23.4% | +29.0% |
| All | +2,664.3% | +278.6% | +2,385.7% | +1,753.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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