+2,664.3%
TSLA vs ENTG
+797.5%
+1,866.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | -0.6% |
| 7D | +3.2% | +1.2% | +2.0% | +2.6% |
| 30D | +11.6% | -12.9% | +24.4% | +18.5% |
| 3M | -8.4% | -3.1% | -5.4% | -11.4% |
| 6M | -10.4% | +21.0% | -31.4% | -24.6% |
| YTD | -18.7% | +67.0% | -85.7% | -44.0% |
| 1Y | -0.9% | +68.6% | -69.5% | -33.4% |
| 3Y | +33.6% | +48.6% | -15.1% | -9.2% |
| 5Y | +48.9% | +18.6% | +30.3% | +8.4% |
| All | +2,664.3% | +797.5% | +1,866.8% | +785.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling