-7.6%
TSLA vs EW
-14.5%
+6.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.7% |
| 7D | -10.4% | +11.0% | -21.4% | -14.3% |
| 30D | -5.2% | +19.1% | -24.3% | -12.0% |
| 3M | +12.1% | +14.4% | -2.2% | +5.5% |
| 6M | -10.2% | +22.8% | -32.9% | -18.5% |
| YTD | -20.3% | +19.8% | -40.2% | -27.3% |
| 1Y | -19.7% | +23.9% | -43.6% | -27.9% |
| 3Y | +63.4% | +52.2% | +11.1% | +18.6% |
| All | -7.6% | -14.5% | +6.9% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling