+22,131.9%
TSLA vs ETR
+473.8%
+21,658.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.8% |
| 7D | +1.5% | +1.4% | +0.1% | +1.1% |
| 30D | +10.1% | +1.0% | +9.1% | +9.7% |
| 3M | -15.4% | -1.3% | -14.1% | -15.4% |
| 6M | -12.8% | +1.9% | -14.7% | -14.0% |
| YTD | -21.3% | +18.2% | -39.4% | -26.3% |
| 1Y | +4.6% | +24.7% | -20.1% | -3.7% |
| 3Y | +44.5% | +150.7% | -106.2% | +4.4% |
| 5Y | +44.8% | +127.0% | -82.2% | +7.1% |
| 10Y | +2,585.4% | +295.5% | +2,289.9% | +1,602.1% |
| All | +22,131.9% | +473.8% | +21,658.1% | +11,699.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling