+6.7%
TSLA vs EMR
+89.8%
-83.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.3% |
| 7D | -4.7% | +0.7% | -5.4% | -5.0% |
| 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% | -22.2% |
| YTD | -15.6% | +27.7% | -43.2% | -31.6% |
| 1Y | -14.7% | +30.9% | -45.6% | -32.4% |
| 3Y | +76.9% | +104.2% | -27.3% | +2.1% |
| 5Y | +6.7% | +89.6% | -82.9% | -38.8% |
| All | +6.7% | +89.8% | -83.1% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling