+48.2%
TSLA vs ESI
+82.9%
-34.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.7% |
| 7D | +3.4% | +5.4% | -2.0% | +0.4% |
| 30D | +12.0% | -4.2% | +16.2% | +14.3% |
| 3M | -10.0% | -9.6% | -0.4% | -6.2% |
| 6M | -7.2% | +18.3% | -25.5% | -19.1% |
| YTD | -18.1% | +45.8% | -64.0% | -39.2% |
| 1Y | +6.3% | +39.2% | -32.9% | -19.3% |
| 3Y | +48.2% | +86.3% | -38.1% | -8.2% |
| All | +48.2% | +82.9% | -34.8% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling