+2,650.1%
TSLA vs EWT
+512.3%
+2,137.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | +1.6% |
| 7D | -3.4% | -1.1% | -2.3% | -2.5% |
| 30D | +9.2% | +4.8% | +4.4% | +3.4% |
| 3M | -4.7% | +11.1% | -15.9% | -16.2% |
| 6M | -8.9% | +54.6% | -63.6% | -45.9% |
| YTD | -19.2% | +71.4% | -90.6% | -57.7% |
| 1Y | +4.5% | +82.1% | -77.6% | -49.0% |
| 3Y | +46.3% | +193.2% | -146.9% | -59.6% |
| 5Y | +48.1% | +146.1% | -98.0% | -48.2% |
| All | +2,650.1% | +512.3% | +2,137.7% | +344.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling