+24,401.0%
TSLA vs ETR
+498.2%
+23,902.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +8.9% | +1.2% | +7.8% | +8.5% |
| 30D | +6.3% | +7.0% | -0.7% | +3.9% |
| 3M | +14.8% | +4.6% | +10.2% | +13.0% |
| 6M | -12.4% | +0.1% | -12.5% | -12.7% |
| YTD | -13.2% | +23.2% | -36.4% | -19.9% |
| 1Y | -2.9% | +20.6% | -23.5% | -9.7% |
| 3Y | +74.4% | +156.3% | -81.8% | +25.3% |
| 5Y | +13.3% | +159.6% | -146.4% | -19.9% |
| 10Y | +3,004.2% | +377.1% | +2,627.1% | +1,768.0% |
| All | +24,401.0% | +498.2% | +23,902.9% | +12,725.3% |
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