+3,125.8%
TSLA vs ENTG
+757.2%
+2,368.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | 0.0% |
| 7D | +8.9% | +15.2% | -6.2% | +1.2% |
| 30D | +6.3% | -3.6% | +9.9% | +6.9% |
| 3M | +14.8% | -10.0% | +24.7% | +17.8% |
| 6M | -12.4% | +1.8% | -14.2% | -19.1% |
| YTD | -13.2% | +75.5% | -88.7% | -42.8% |
| 1Y | -2.9% | +82.4% | -85.3% | -38.0% |
| 3Y | +74.4% | +58.5% | +15.9% | +12.8% |
| 5Y | +13.3% | +0.4% | +12.9% | -11.2% |
| All | +3,125.8% | +757.2% | +2,368.6% | +850.7% |
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