+2,682.2%
TSLA vs ETR
+303.8%
+2,378.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | +11.2% | +2.0% | +9.1% | +10.3% |
| 3M | -7.3% | -1.7% | -5.6% | -7.0% |
| 6M | -7.7% | +3.6% | -11.3% | -9.7% |
| YTD | -18.2% | +18.0% | -36.3% | -23.9% |
| 1Y | +6.0% | +26.2% | -20.2% | -3.6% |
| 3Y | +48.0% | +148.0% | -100.0% | +4.4% |
| 5Y | +46.2% | +126.1% | -79.9% | +5.6% |
| All | +2,682.2% | +303.8% | +2,378.4% | +1,790.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling