+46.2%
TSLA vs EWT
+152.9%
-106.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | +3.0% | +2.1% | +0.9% | +0.6% |
| 30D | +11.2% | +9.4% | +1.8% | +0.5% |
| 3M | -7.3% | +10.9% | -18.2% | -18.1% |
| 6M | -7.7% | +57.9% | -65.7% | -47.0% |
| YTD | -18.2% | +75.9% | -94.1% | -59.2% |
| 1Y | +6.0% | +89.7% | -83.7% | -52.0% |
| 3Y | +48.0% | +200.9% | -152.9% | -64.7% |
| 5Y | +46.2% | +154.5% | -108.3% | -50.8% |
| All | +46.2% | +152.9% | -106.7% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling