+76.9%
TSLA vs EMR
+106.0%
-29.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.3% |
| 7D | -4.7% | +0.7% | -5.4% | -4.9% |
| 30D | -0.8% | +3.5% | -4.3% | -2.9% |
| 3M | +14.8% | +5.9% | +8.9% | +10.2% |
| 6M | -11.3% | +19.4% | -30.8% | -22.3% |
| YTD | -15.6% | +27.7% | -43.2% | -32.3% |
| 1Y | -14.7% | +30.9% | -45.6% | -33.3% |
| 3Y | +76.9% | +104.2% | -27.3% | +6.4% |
| All | +76.9% | +106.0% | -29.0% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling