+34.4%
TSLA vs ELV
-7.6%
+42.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | +3.0% | -2.2% | +5.2% | +3.0% |
| 30D | +11.2% | -0.2% | +11.4% | +11.2% |
| 3M | -7.3% | -6.1% | -1.2% | -7.3% |
| 6M | -7.7% | +42.8% | -50.6% | -7.9% |
| YTD | -18.2% | +14.4% | -32.6% | -18.4% |
| 1Y | +6.0% | +28.6% | -22.6% | +6.2% |
| All | +34.4% | -7.6% | +42.1% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling