+22,131.9%
TSLA vs ES
+379.2%
+21,752.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.8% |
| 7D | +1.5% | +0.3% | +1.2% | +1.5% |
| 30D | +10.1% | -2.0% | +12.1% | +10.6% |
| 3M | -15.4% | +1.7% | -17.1% | -16.1% |
| 6M | -12.8% | -3.5% | -9.2% | -12.4% |
| YTD | -21.3% | +7.9% | -29.2% | -23.4% |
| 1Y | +4.6% | +17.2% | -12.6% | -1.0% |
| 3Y | +44.5% | +29.3% | +15.2% | +30.5% |
| 5Y | +44.8% | -5.7% | +50.6% | +42.0% |
| 10Y | +2,585.4% | +85.2% | +2,500.2% | +1,936.3% |
| All | +22,131.9% | +379.2% | +21,752.7% | +10,923.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling