+23,015.9%
TSLA vs ELV
+907.7%
+22,108.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.3% | +4.4% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | +12.0% | +2.0% | +10.1% | +11.3% |
| 3M | -10.0% | -3.5% | -6.5% | -9.4% |
| 6M | -7.2% | +40.2% | -47.4% | -17.1% |
| YTD | -18.1% | +15.8% | -34.0% | -23.1% |
| 1Y | +6.3% | +33.2% | -26.9% | -4.9% |
| 3Y | +48.2% | -6.2% | +54.4% | +42.5% |
| 5Y | +46.5% | +16.4% | +30.1% | +26.7% |
| 10Y | +2,698.1% | +259.8% | +2,438.4% | +1,300.0% |
| All | +23,015.9% | +907.7% | +22,108.2% | +6,503.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling