+47.6%
TSLA vs ETR
+122.3%
-74.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.2% | -1.8% | +5.0% | +3.7% |
| 30D | +11.6% | -1.8% | +13.3% | +12.1% |
| 3M | -8.4% | -3.6% | -4.9% | -7.8% |
| 6M | -10.4% | +2.6% | -13.0% | -11.7% |
| YTD | -18.7% | +16.0% | -34.8% | -23.0% |
| 1Y | -0.9% | +20.1% | -21.0% | -6.9% |
| 3Y | +33.6% | +143.6% | -110.0% | +7.0% |
| All | +47.6% | +122.3% | -74.8% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling