+15.5%
TSLA vs EME
+410.0%
-394.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +8.9% | +8.4% | +0.6% | +4.5% |
| 30D | +6.3% | -11.5% | +17.8% | +12.9% |
| 3M | +14.8% | -20.6% | +35.4% | +28.1% |
| 6M | -12.4% | -28.5% | +16.1% | +2.6% |
| YTD | -13.2% | +8.0% | -21.2% | -20.7% |
| 1Y | -2.9% | +6.8% | -9.7% | -10.8% |
| 3Y | +74.4% | +213.9% | -139.5% | -21.2% |
| All | +15.5% | +410.0% | -394.5% | -68.3% |
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