+34.4%
TSLA vs EME
+240.3%
-205.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.1% |
| 7D | +3.0% | +2.7% | +0.3% | +1.7% |
| 30D | +11.2% | -6.8% | +18.0% | +14.5% |
| 3M | -7.3% | -8.8% | +1.6% | -4.1% |
| 6M | -7.7% | +5.0% | -12.7% | -11.9% |
| YTD | -18.2% | +23.5% | -41.7% | -29.0% |
| 1Y | +6.0% | +21.3% | -15.3% | -9.0% |
| All | +34.4% | +240.3% | -205.9% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling