+34.4%
TSLA vs ETR
+148.1%
-113.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +3.0% | +0.4% | +2.6% | +3.0% |
| 30D | +11.2% | +2.0% | +9.1% | +10.6% |
| 3M | -7.3% | -1.7% | -5.6% | -7.2% |
| 6M | -7.7% | +3.6% | -11.3% | -9.4% |
| YTD | -18.2% | +18.0% | -36.3% | -23.1% |
| 1Y | +6.0% | +26.2% | -20.2% | -2.0% |
| All | +34.4% | +148.1% | -113.7% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling