+2,698.1%
TSLA vs EXC
+154.0%
+2,544.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.7% |
| 7D | +3.4% | +1.2% | +2.2% | +3.0% |
| 30D | +12.0% | -2.7% | +14.8% | +13.0% |
| 3M | -10.0% | -1.0% | -9.0% | -10.3% |
| 6M | -7.2% | -9.3% | +2.1% | -4.9% |
| YTD | -18.1% | +3.6% | -21.8% | -20.4% |
| 1Y | +6.3% | +5.9% | +0.4% | +2.2% |
| 3Y | +48.2% | +21.3% | +26.9% | +30.9% |
| 5Y | +46.5% | +46.2% | +0.3% | +16.6% |
| 10Y | +2,698.1% | +151.5% | +2,546.7% | +1,795.9% |
| All | +2,698.1% | +154.0% | +2,544.1% | +1,795.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling