+3,125.8%
TSLA vs EMR
+279.2%
+2,846.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | +8.9% | +2.8% | +6.1% | +7.1% |
| 30D | +6.3% | +3.7% | +2.6% | +4.1% |
| 3M | +14.8% | +2.0% | +12.8% | +13.3% |
| 6M | -12.4% | +22.1% | -34.5% | -22.9% |
| YTD | -13.2% | +27.2% | -40.5% | -27.2% |
| 1Y | -2.9% | +32.0% | -35.0% | -20.6% |
| 3Y | +74.4% | +103.3% | -28.8% | +10.9% |
| 5Y | +13.3% | +88.2% | -74.9% | -25.8% |
| All | +3,125.8% | +279.2% | +2,846.6% | +1,238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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