-13.3%
TSLA vs EXC
+1.0%
-14.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -5.0% | -2.7% |
| 7D | -4.7% | +3.3% | -8.0% | -3.4% |
| 30D | +1.7% | +13.3% | -11.6% | +7.3% |
| 3M | +17.7% | +1.8% | +15.8% | +18.6% |
| 6M | -1.9% | +1.1% | -3.0% | -0.9% |
| YTD | -14.3% | +9.0% | -23.4% | -13.0% |
| 1Y | -13.3% | +3.4% | -16.7% | -11.0% |
| All | -13.3% | +1.0% | -14.3% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling