+2,681.1%
TSLA vs ES
+85.7%
+2,595.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.8% |
| 7D | -10.4% | +1.9% | -12.3% | -10.8% |
| 30D | -5.2% | +7.1% | -12.2% | -6.7% |
| 3M | +12.1% | -1.9% | +14.0% | +12.3% |
| 6M | -10.2% | +4.4% | -14.5% | -11.5% |
| YTD | -20.3% | +7.3% | -27.7% | -22.2% |
| 1Y | -19.7% | +2.1% | -21.8% | -20.9% |
| 3Y | +63.4% | +41.8% | +21.5% | +46.2% |
| 5Y | -12.1% | +1.4% | -13.5% | -15.1% |
| All | +2,681.1% | +85.7% | +2,595.4% | +2,389.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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