+2,650.1%
TSLA vs ETR
+298.4%
+2,351.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.7% |
| 7D | -3.4% | -1.9% | -1.5% | -2.7% |
| 30D | +9.2% | -0.2% | +9.4% | +9.2% |
| 3M | -4.7% | -3.7% | -1.0% | -3.7% |
| 6M | -8.9% | +2.1% | -11.0% | -10.4% |
| YTD | -19.2% | +16.5% | -35.6% | -24.4% |
| 1Y | +4.5% | +22.5% | -18.0% | -3.9% |
| 3Y | +46.3% | +144.7% | -98.4% | +3.7% |
| 5Y | +48.1% | +125.2% | -77.1% | +7.0% |
| All | +2,650.1% | +298.4% | +2,351.7% | +1,777.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ETR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling