+2,664.3%
TSLA vs ET
+177.0%
+2,487.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | +11.6% | +2.9% | +8.7% | +10.2% |
| 3M | -8.4% | +16.8% | -25.2% | -14.6% |
| 6M | -10.4% | +18.9% | -29.3% | -17.4% |
| YTD | -18.7% | +37.7% | -56.4% | -29.7% |
| 1Y | -0.9% | +32.4% | -33.4% | -12.8% |
| 3Y | +33.6% | +99.5% | -65.9% | +0.6% |
| 5Y | +48.9% | +244.0% | -195.1% | -8.4% |
| All | +2,664.3% | +177.0% | +2,487.3% | +1,584.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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