+63.4%
TSLA vs EW
+51.9%
+11.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.0% |
| 7D | -10.4% | +11.0% | -21.4% | -12.3% |
| 30D | -5.2% | +19.1% | -24.3% | -8.5% |
| 3M | +12.1% | +14.4% | -2.2% | +8.9% |
| 6M | -10.2% | +22.8% | -32.9% | -14.2% |
| YTD | -20.3% | +19.8% | -40.2% | -23.7% |
| 1Y | -19.7% | +23.9% | -43.6% | -23.7% |
| 3Y | +63.4% | +52.2% | +11.1% | +36.7% |
| All | +63.4% | +51.9% | +11.4% | +36.7% |
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