+48.2%
TSLA vs EW
+14.1%
+34.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.5% | +4.8% |
| 7D | +3.4% | -4.4% | +7.8% | +4.4% |
| 30D | +12.0% | -3.3% | +15.4% | +12.8% |
| 3M | -10.0% | +1.0% | -11.0% | -10.4% |
| 6M | -7.2% | +6.2% | -13.4% | -9.0% |
| YTD | -18.1% | +1.7% | -19.9% | -18.9% |
| 1Y | +6.3% | +8.1% | -1.8% | +3.3% |
| 3Y | +48.2% | +17.1% | +31.1% | +33.6% |
| All | +48.2% | +14.1% | +34.0% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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