+4.6%
TSLA vs ENTG
+76.2%
-71.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.2% | -12.1% | -7.7% |
| 7D | +1.5% | +2.8% | -1.3% | +0.6% |
| 30D | +10.1% | -4.7% | +14.8% | +10.9% |
| 3M | -15.4% | -0.7% | -14.7% | -17.3% |
| 6M | -12.8% | +7.7% | -20.5% | -18.1% |
| YTD | -21.3% | +65.1% | -86.3% | -37.1% |
| 1Y | +4.6% | +74.8% | -70.2% | -17.3% |
| All | +4.6% | +76.2% | -71.6% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 1y: compounded portfolio wealth divided by compounded ENTG 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…
1y analysis · Full analysis span regression · 6 months rolling