+3,009.1%
TSLA vs EMB
+35.7%
+2,973.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.7% |
| 7D | +1.5% | -0.4% | +1.9% | +2.4% |
| 30D | +3.4% | +1.1% | +2.3% | +1.2% |
| 3M | +17.4% | -2.0% | +19.4% | +22.2% |
| 6M | -12.2% | -1.9% | -10.2% | -8.2% |
| YTD | -13.1% | -0.5% | -12.6% | -11.4% |
| 1Y | -11.1% | +0.1% | -11.2% | -10.2% |
| 3Y | +82.1% | +29.7% | +52.4% | +17.8% |
| 5Y | +10.3% | +8.1% | +2.2% | +1.7% |
| 10Y | +3,009.1% | +36.3% | +2,972.9% | +2,032.9% |
| All | +3,009.1% | +35.7% | +2,973.4% | +2,032.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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