+2,664.3%
TSLA vs EME
+1,362.1%
+1,302.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -1.4% |
| 7D | +3.2% | +3.5% | -0.3% | +1.6% |
| 30D | +11.6% | -6.3% | +17.9% | +14.5% |
| 3M | -8.4% | -3.8% | -4.7% | -8.1% |
| 6M | -10.4% | +8.5% | -18.9% | -15.2% |
| YTD | -18.7% | +27.8% | -46.5% | -29.1% |
| 1Y | -0.9% | +22.2% | -23.1% | -12.8% |
| 3Y | +33.6% | +253.5% | -219.9% | -28.0% |
| 5Y | +48.9% | +578.6% | -529.7% | -40.1% |
| All | +2,664.3% | +1,362.1% | +1,302.2% | +753.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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