+47.6%
TSLA vs EME
+575.5%
-528.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -1.7% |
| 7D | +3.2% | +3.5% | -0.3% | +1.3% |
| 30D | +11.6% | -6.3% | +17.9% | +14.9% |
| 3M | -8.4% | -3.8% | -4.7% | -8.0% |
| 6M | -10.4% | +8.5% | -18.9% | -16.2% |
| YTD | -18.7% | +27.8% | -46.5% | -31.3% |
| 1Y | -0.9% | +22.2% | -23.1% | -15.6% |
| 3Y | +33.6% | +253.5% | -219.9% | -40.7% |
| All | +47.6% | +575.5% | -528.0% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling